Control of investment portfolio based on complex quantile risk measures (Q356993)
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scientific article; zbMATH DE number 6192309
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| default for all languages | No label defined |
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| English | Control of investment portfolio based on complex quantile risk measures |
scientific article; zbMATH DE number 6192309 |
Statements
Control of investment portfolio based on complex quantile risk measures (English)
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29 July 2013
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value at risk
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conditional value at risk
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profitability distribution functions
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optimization procedure
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