Optimal selection of assets and portfolios (Q2417144)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal selection of assets and portfolios |
scientific article |
Statements
Optimal selection of assets and portfolios (English)
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11 June 2019
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asset ranking
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portfolio optimization
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occupation time
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risk measures
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performance metrics
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value at risk
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expected shortfall
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Sharpe ratio
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