Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-CVaR portfolio selection model with ambiguity in distribution and attitude |
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Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (English)
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12 November 2021
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robust portfolio selection
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\(\alpha\)-robust
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\(\alpha\)-maxmin
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mean-CVaR criterion
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ambiguity attitude
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