Robust asset allocation with conditional value at risk using the forward search (Q6576844)
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scientific article; zbMATH DE number 7885144
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| English | Robust asset allocation with conditional value at risk using the forward search |
scientific article; zbMATH DE number 7885144 |
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Robust asset allocation with conditional value at risk using the forward search (English)
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23 July 2024
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asset allocation
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CVaR
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forward search
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influential observations
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robustness
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sensitivity analysis
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