Robust portfolio choice under the interest rate uncertainty (Q5038165)
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scientific article; zbMATH DE number 7594831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio choice under the interest rate uncertainty |
scientific article; zbMATH DE number 7594831 |
Statements
Robust portfolio choice under the interest rate uncertainty (English)
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29 September 2022
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asset-liability management
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robust optimization
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value-at-risk portfolio selection
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incomplete markets
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interest rate risk
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