Quantile-based optimal portfolio selection (Q2051167)
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scientific article; zbMATH DE number 7432771
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile-based optimal portfolio selection |
scientific article; zbMATH DE number 7432771 |
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Quantile-based optimal portfolio selection (English)
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24 November 2021
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quantile-based return measure
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VaR
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CVaR
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CVoR
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optimal portfolios
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elliptically contoured distributions
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