A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A relative robust approach on expected returns with bounded CVaR for portfolio selection |
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A relative robust approach on expected returns with bounded CVaR for portfolio selection (English)
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5 November 2021
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investment analysis
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conditional value-at-risk
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minmax regret models
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