\(\alpha\)-robust portfolio optimization problem under the distribution uncertainty (Q2691274)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\alpha\)-robust portfolio optimization problem under the distribution uncertainty |
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\(\alpha\)-robust portfolio optimization problem under the distribution uncertainty (English)
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29 March 2023
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\(\alpha\)-robust
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distribution uncertainty
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robust portfolio optimization
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generalized Chebyshev's inequality
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safety-first
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