Coherent worst-case value-at-risk with applications to robust portfolio optimization (Q2854210)
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scientific article; zbMATH DE number 6216254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coherent worst-case value-at-risk with applications to robust portfolio optimization |
scientific article; zbMATH DE number 6216254 |
Statements
18 October 2013
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Coherent worst-case value-at-risk with applications to robust portfolio optimization (English)
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