Reliability in portfolio optimization using uncertain estimates (Q6108888)
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scientific article; zbMATH DE number 7705114
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reliability in portfolio optimization using uncertain estimates |
scientific article; zbMATH DE number 7705114 |
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Reliability in portfolio optimization using uncertain estimates (English)
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30 June 2023
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financial optimization
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uncertainty
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reliability analysis
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risk analysis
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value at risk
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block bootstrap
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