Benchmark-based deviation and drawdown measures in portfolio optimization (Q6968964)
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scientific article; zbMATH DE number 8055140
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| English | Benchmark-based deviation and drawdown measures in portfolio optimization |
scientific article; zbMATH DE number 8055140 |
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Benchmark-based deviation and drawdown measures in portfolio optimization (English)
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23 June 2025
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portfolio optimization
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benchmark
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deviation measure
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drawdown measure
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