scientific article; zbMATH DE number 5794550
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Publication:4932353
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- scientific article; zbMATH DE number 3662819
- Optimal strategies in a risk selection investment model
- Optimal trade-off portfolio selection between total risk and maximum relative marginal risk†
- A chance-constrained portfolio selection model with risk constraints
- Risk aversion and portfolio selection in a continuous-time model
- Risk measures in the portfolio optimization problems
- Comparison of various risk measures for an optimal portfolio
- Continuous-time mean-risk portfolio selection
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