Introduction to Modern Portfolio optimization with NUOPT and S-PLUS (Q5464463)

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scientific article; zbMATH DE number 2195485
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Introduction to Modern Portfolio optimization with NUOPT and S-PLUS
scientific article; zbMATH DE number 2195485

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    Introduction to Modern Portfolio optimization with NUOPT and S-PLUS (English)
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    17 August 2005
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    portfolio optimization
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    resampling
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    value-at-risk
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    scenario optimization
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    robust estimates
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    Bayes modeling
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