Robust asset allocation strategies: relaxed versus classical robustness (Q5397572)
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scientific article; zbMATH DE number 6260921
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust asset allocation strategies: relaxed versus classical robustness |
scientific article; zbMATH DE number 6260921 |
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Robust asset allocation strategies: relaxed versus classical robustness (English)
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24 February 2014
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portfolio optimization
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robustness
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convex risk measures
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mathematical models
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computational experimentation
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