Computational analysis of expectile and deviation expectile portfolio optimization models (Q7014945)
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scientific article; zbMATH DE number 8008770
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| English | Computational analysis of expectile and deviation expectile portfolio optimization models |
scientific article; zbMATH DE number 8008770 |
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Computational analysis of expectile and deviation expectile portfolio optimization models (English)
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10 March 2025
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expectile
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deviation expectile
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conditional value-at-risk
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deviation conditional value-at-risk
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portfolio optimization model
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