Robust international portfolio management (Q373171)

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scientific article; zbMATH DE number 6217579
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English
Robust international portfolio management
scientific article; zbMATH DE number 6217579

    Statements

    Robust international portfolio management (English)
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    21 October 2013
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    semidefinite programming
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    robust optimization
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    international portfolio optimization
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    risk management
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    quanto options
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