The dynamic control of risk in optimised portfolios (Q2704190)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The dynamic control of risk in optimised portfolios |
scientific article |
Statements
19 March 2001
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efficient set mathematics
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Markowitz
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portfolio optimisation
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quadratic forms
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Sharpe ratio
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The dynamic control of risk in optimised portfolios (English)
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