Drawdown beta and portfolio optimization (Q5092643)
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scientific article; zbMATH DE number 7562209
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drawdown beta and portfolio optimization |
scientific article; zbMATH DE number 7562209 |
Statements
Drawdown beta and portfolio optimization (English)
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22 July 2022
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portfolio optimization
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CAPM
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drawdown
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beta
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conditional drawdown-at-risk
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expected regret of drawdown
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