No label defined (Q4989840)
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scientific article; zbMATH DE number 7351439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7351439 |
Statements
26 May 2021
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portfolio optimization
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value at risk
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expected loss
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expected utility loss
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Black-Scholes model
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martingale method
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risk constraints
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