Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing |
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Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (English)
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6 November 2013
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portfolio optimization
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quantile hedging
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Neyman-Pearson lemma
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stochastic benchmark
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hypothesis testing
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