Robust international portfolio optimization with worst-case mean-CVaR (Q2158047)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust international portfolio optimization with worst-case mean-CVaR |
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Robust international portfolio optimization with worst-case mean-CVaR (English)
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22 July 2022
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risk management
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robust optimization
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international portfolio optimization
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worst-case mean-CVaR
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intervals of deviations from the no-arbitrage condition
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risk adjusted return measure
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