Ambiguous Risk Measures and Optimal Robust Portfolios (Q3519406)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ambiguous Risk Measures and Optimal Robust Portfolios |
scientific article |
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Ambiguous Risk Measures and Optimal Robust Portfolios (English)
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14 August 2008
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worst-case financial risk
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portfolio selection
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asset allocation
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statistical ambiguity
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robust optimization
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