Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (Q3100415)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management |
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Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (English)
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24 November 2011
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conditional value-at-risk
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portfolio management
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