Scenario generation for single-period portfolio selection problems with tail risk measures: coping with high dimensions and integer variables (Q6267458)
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scientific article; zbMATH DE number 7277776
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenario generation for single-period portfolio selection problems with tail risk measures: coping with high dimensions and integer variables |
scientific article; zbMATH DE number 7277776 |
Statements
16 November 2015
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q-fin.RM
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math.OC
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