Two-stage international portfolio models with higher moment risk measures (Q6109573)
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scientific article; zbMATH DE number 7706718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-stage international portfolio models with higher moment risk measures |
scientific article; zbMATH DE number 7706718 |
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Two-stage international portfolio models with higher moment risk measures (English)
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4 July 2023
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portfolio optimization
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higher moment coherent risk measures
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dynamic settings
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dual representation
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decomposition methods
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