Utility-Deviation-Risk Portfolio Selection (Q5270329)
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scientific article; zbMATH DE number 6734863
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility-Deviation-Risk Portfolio Selection |
scientific article; zbMATH DE number 6734863 |
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Utility-Deviation-Risk Portfolio Selection (English)
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23 June 2017
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nonlinear moment problem
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deviation risk function
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downside deviation risk
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portfolio selection
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semivariance
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