Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892)
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scientific article; zbMATH DE number 7606104
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kernel density estimation based distributionally robust mean-CVaR portfolio optimization |
scientific article; zbMATH DE number 7606104 |
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Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (English)
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24 October 2022
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portfolio optimization
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distributionally robust optimization
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kernel density estimation
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CVaR
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