Portfolio optimization under the Value-at-Risk constraint (Q3593595)
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scientific article; zbMATH DE number 5173552
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio optimization under the Value-at-Risk constraint |
scientific article; zbMATH DE number 5173552 |
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Portfolio optimization under the Value-at-Risk constraint (English)
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23 July 2007
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value-at-risk
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utility functions
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portfolio optimization
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portfolio theory
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portfolio management
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0.8605675101280212
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0.8410496711730957
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0.8409848213195801
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0.8382906913757324
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