Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal capital allocation for individual risk model using a mean-variance principle |
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Optimal capital allocation for individual risk model using a mean-variance principle (English)
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29 March 2023
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capital allocation
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mean-variance
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individual risk model
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quadratic distance
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