Portfolio optimization with disutility-based risk measure (Q322717)
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scientific article; zbMATH DE number 6636156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization with disutility-based risk measure |
scientific article; zbMATH DE number 6636156 |
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Portfolio optimization with disutility-based risk measure (English)
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7 October 2016
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quantile-based risk measures
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mean-risk model for portfolio optimization
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utility functions
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0.9252589
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0.9190426
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0.9002826
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0.89735126
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