Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Q3637367)
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scientific article; zbMATH DE number 5577149
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| English | Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach |
scientific article; zbMATH DE number 5577149 |
Statements
Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (English)
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9 July 2009
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0.8979073762893677
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0.8570525646209717
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0.8442387580871582
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0.8403508067131042
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0.8379186987876892
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