Value-at-risk based portfolio optimization (Q2752040)
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scientific article; zbMATH DE number 1665348
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Value-at-risk based portfolio optimization |
scientific article; zbMATH DE number 1665348 |
Statements
13 August 2003
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finance
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investment analysis
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stochastic optimization
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value at risk
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Value-at-risk based portfolio optimization (English)
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