On solving the dual for portfolio selection by optimizing conditional value at risk (Q409275)
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scientific article; zbMATH DE number 6023480
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| default for all languages | No label defined |
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| English | On solving the dual for portfolio selection by optimizing conditional value at risk |
scientific article; zbMATH DE number 6023480 |
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On solving the dual for portfolio selection by optimizing conditional value at risk (English)
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12 April 2012
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risk measures
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portfolio optimization
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computability
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0.859786868095398
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0.8438741564750671
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0.8103391528129578
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0.7972843050956726
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