The optimal portfolio problem with coherent risk measure constraints. (Q1406490)
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scientific article; zbMATH DE number 1974934
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal portfolio problem with coherent risk measure constraints. |
scientific article; zbMATH DE number 1974934 |
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The optimal portfolio problem with coherent risk measure constraints. (English)
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4 September 2003
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Portfolio optimization
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Risk measures
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Computational finance
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0.92116016
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0.9203794
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0.91576135
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0.9150394
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0.9147475
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0.9086873
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