Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Modeling and solving portfolio selection problems based on PVaR - MaRDI portal

Modeling and solving portfolio selection problems based on PVaR (Q4957247)

From MaRDI portal
scientific article; zbMATH DE number 7390947
Language Label Description Also known as
English
Modeling and solving portfolio selection problems based on PVaR
scientific article; zbMATH DE number 7390947

    Statements

    title
    Modeling and solving portfolio selection problems based on PVaR (English)
    0 references
    publication date
    3 September 2021
    0 references
    zbMATH Keywords
    portfolio selection problem
    0 references
    portfolio optimization model
    0 references
    period value at risk
    0 references
    describes a project that uses
    Dowd
    0 references
    RiskMetrics
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G10
    0 references
    91G15
    0 references
    91G60
    0 references
    zbMATH DE Number
    7390947
    0 references
    OpenAlex ID
    W3091926470
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4957247&oldid=36711401"
    Powered by MediaWiki