Minimizing loss probability bounds for portfolio selection (Q439383)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing loss probability bounds for portfolio selection |
scientific article |
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Minimizing loss probability bounds for portfolio selection (English)
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16 August 2012
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finance
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portfolio optimization
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CVaR (conditional value-at-risk)
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SVM (support vector machine)
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fractional programming
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