Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models (Q5023453)
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scientific article; zbMATH DE number 7461927
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models |
scientific article; zbMATH DE number 7461927 |
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Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models (English)
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21 January 2022
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portfolio optimization
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data envelopment analysis
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multi objective decision making
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value at risk
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negative data
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MeanSharp-\(\beta\)VaR
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multi objective MeanSharp-\(\beta\)VaR
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