Distribution assumptions and risk constraints in portfolio optimization (Q2477612)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution assumptions and risk constraints in portfolio optimization |
scientific article |
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Distribution assumptions and risk constraints in portfolio optimization (English)
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14 March 2008
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value at risk
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expected loss
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distribution of returns
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heuristic optimization
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risk constraints
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portfolio optimization
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