On solving the dual for portfolio selection by optimizing conditional value at risk (Q409275)
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scientific article; zbMATH DE number 6023480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On solving the dual for portfolio selection by optimizing conditional value at risk |
scientific article; zbMATH DE number 6023480 |
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On solving the dual for portfolio selection by optimizing conditional value at risk (English)
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12 April 2012
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risk measures
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portfolio optimization
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computability
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