Robust portfolio optimization with derivative insurance guarantees (Q531475)
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scientific article; zbMATH DE number 5882517
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust portfolio optimization with derivative insurance guarantees |
scientific article; zbMATH DE number 5882517 |
Statements
Robust portfolio optimization with derivative insurance guarantees (English)
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29 April 2011
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robust optimization
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portfolio optimization
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portfolio insurance
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second-order cone programming
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0.7938635349273682
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0.7890138626098633
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0.7889454364776611
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0.7884155511856079
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0.7881854772567749
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