Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics (Q908370)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics |
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Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics (English)
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4 February 2016
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non-extensive statistics
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portfolio selection
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value-at-risk
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utility
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dynamic programming principle
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