Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics (Q908370)

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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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