INSTABILITY OF PORTFOLIO OPTIMIZATION UNDER COHERENT RISK MEASURES (Q3585128)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INSTABILITY OF PORTFOLIO OPTIMIZATION UNDER COHERENT RISK MEASURES |
scientific article |
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INSTABILITY OF PORTFOLIO OPTIMIZATION UNDER COHERENT RISK MEASURES (English)
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19 August 2010
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coherent risk measures
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portfolio optimization
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expected shortfall
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financial risk
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estimation
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