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A Standard Measure of Risk and Risk-Value Models - MaRDI portal

A Standard Measure of Risk and Risk-Value Models (Q4361488)

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scientific article; zbMATH DE number 1079957
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A Standard Measure of Risk and Risk-Value Models
scientific article; zbMATH DE number 1079957

    Statements

    A Standard Measure of Risk and Risk-Value Models (English)
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    28 October 1997
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    portfolio optimization
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    measure of risk
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    measure of expected utility
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