Portfolio value-at-risk optimization for asymmetrically distributed asset returns (Q1926869)
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scientific article; zbMATH DE number 6119457
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio value-at-risk optimization for asymmetrically distributed asset returns |
scientific article; zbMATH DE number 6119457 |
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Portfolio value-at-risk optimization for asymmetrically distributed asset returns (English)
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29 December 2012
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risk management
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asymmetric distributions
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partitioned value-at-risk
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portfolio optimization
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robust risk measures
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