Evaluation of strategy portfolios (Q6538797)
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scientific article; zbMATH DE number 7848231
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluation of strategy portfolios |
scientific article; zbMATH DE number 7848231 |
Statements
Evaluation of strategy portfolios (English)
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14 May 2024
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portfolio optimization
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financial crisis
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random weights
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performance measure
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risk measure
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