A bi-objective portfolio optimization with conditional value-at-risk (Q2902361)
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scientific article; zbMATH DE number 6068465
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bi-objective portfolio optimization with conditional value-at-risk |
scientific article; zbMATH DE number 6068465 |
Statements
19 August 2012
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multi-criteria decision making
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portfolio optimization
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conditional value-at-risk
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weighting approach
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linear programming
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A bi-objective portfolio optimization with conditional value-at-risk (English)
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