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14 December 2012
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financial risk modeling for equities
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stock portfolio optimization
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\texttt{R} language
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value-at-risk
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expected shortfall
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drawdown
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extreme value theory
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robust statistics
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robust optimization
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diversification
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most diversified portfolio
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tactical asset allocation
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Markowitz model
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Black-Litterman model
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copula opinion pooling
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entropy pooling
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