Robust portfolio asset allocation and risk measures (Q5901149)
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scientific article; zbMATH DE number 5774167
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| default for all languages | No label defined |
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| English | Robust portfolio asset allocation and risk measures |
scientific article; zbMATH DE number 5774167 |
Statements
Robust portfolio asset allocation and risk measures (English)
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23 August 2010
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portfolio asset allocation
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robustness
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risk measures
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mathematical models
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algorithmic approaches
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0.9992358088493348
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0.8768975138664246
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0.8536174297332764
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0.8468819856643677
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0.8443768620491028
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