Mean-expectile portfolio selection (Q2041013)
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scientific article; zbMATH DE number 7371820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-expectile portfolio selection |
scientific article; zbMATH DE number 7371820 |
Statements
Mean-expectile portfolio selection (English)
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15 July 2021
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expectiles
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portfolio selection
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efficient frontier
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performance measures
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omega
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