Foster-Hart optimization for currency portfolios (Q2697032)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Foster-Hart optimization for currency portfolios |
scientific article |
Statements
Foster-Hart optimization for currency portfolios (English)
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17 April 2023
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average value at risk
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Foster-Hart risk
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multivariate normal tempered stable distribution
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portfolio optimization
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value at risk
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