A risk index to find the optimal uncertain random portfolio (Q2100248)
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scientific article; zbMATH DE number 7621316
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A risk index to find the optimal uncertain random portfolio |
scientific article; zbMATH DE number 7621316 |
Statements
A risk index to find the optimal uncertain random portfolio (English)
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21 November 2022
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uncertain random variable
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risk index
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optimal uncertain random portfolio
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mean-risk model
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optimization
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sensitivity analysis
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