Short communication: Monte Carlo expected wealth and risk measure trade-off portfolio optimization (Q6557366)
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scientific article; zbMATH DE number 7867064
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| English | Short communication: Monte Carlo expected wealth and risk measure trade-off portfolio optimization |
scientific article; zbMATH DE number 7867064 |
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Short communication: Monte Carlo expected wealth and risk measure trade-off portfolio optimization (English)
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18 June 2024
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dynamic portfolio management
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mean-variance optimization
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mean-semivariance optimization
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constrained optimization
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Monte Carlo simulation
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0.8098233342170715
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0.7789279222488403
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0.7761579751968384
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0.7761006951332092
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0.771815836429596
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