Robustness to dependency in portfolio optimization using overlapping marginals (Q2797466)
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scientific article; zbMATH DE number 6563383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness to dependency in portfolio optimization using overlapping marginals |
scientific article; zbMATH DE number 6563383 |
Statements
5 April 2016
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distributionally robust optimization
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portfolio optimization
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overlapping marginals
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Robustness to dependency in portfolio optimization using overlapping marginals (English)
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