Omega-CVaR portfolio optimization and its worst case analysis (Q2362174)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Omega-CVaR portfolio optimization and its worst case analysis |
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Omega-CVaR portfolio optimization and its worst case analysis (English)
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6 July 2017
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omega ratio optimization
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value-at-risk
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conditional value-at-risk
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robust portfolio optimization
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asset allocation
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