Portfolio optimization under Expected Shortfall: contour maps of estimation error (Q4554495)
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scientific article; zbMATH DE number 6979525
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization under Expected Shortfall: contour maps of estimation error |
scientific article; zbMATH DE number 6979525 |
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Portfolio optimization under Expected Shortfall: contour maps of estimation error (English)
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14 November 2018
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expected shortfall
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estimation error
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replica method
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