scientific article; zbMATH DE number 5051698
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Publication:5486100
zbMATH Open1169.91395MaRDI QIDQ5486100FDOQ5486100
Authors: Yongli Zhang, Svetlozar T. Rachev
Publication date: 6 September 2006
Title of this publication is not available (Why is that?)
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)
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- A multiple objective stochastic portfolio selection problem with random beta
- Risk measurement in the presence of background risk
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