An enhanced model for portfolio choice with SSD criteria: a constructive approach (Q4911227)
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scientific article; zbMATH DE number 6144874
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English | An enhanced model for portfolio choice with SSD criteria: a constructive approach |
scientific article; zbMATH DE number 6144874 |
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An enhanced model for portfolio choice with SSD criteria: a constructive approach (English)
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14 March 2013
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computational finance
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asset allocation
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downside risk
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choice models
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financial modelling
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portfolio optimization
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risk measures
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