Optimal portfolios under dynamic shortfall constraints (Q635004)
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scientific article; zbMATH DE number 5939886
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios under dynamic shortfall constraints |
scientific article; zbMATH DE number 5939886 |
Statements
Optimal portfolios under dynamic shortfall constraints (English)
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17 August 2011
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value-at-risk
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tail conditional eypectation
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dynamic portfolio and consumption choice
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risk measurement and management
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