Portfolio optimization using higher moments in an uncertain random environment (Q6081306)
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scientific article; zbMATH DE number 7755198
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization using higher moments in an uncertain random environment |
scientific article; zbMATH DE number 7755198 |
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Portfolio optimization using higher moments in an uncertain random environment (English)
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25 October 2023
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uncertain random variable
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chance distribution
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multi-objective programming
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uncertain measure
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portfolio optimization
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real-coded genetic algorithm
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