A robust ordered weighted averaging loss model for portfolio optimization (Q6568483)
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scientific article; zbMATH DE number 7877750
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust ordered weighted averaging loss model for portfolio optimization |
scientific article; zbMATH DE number 7877750 |
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A robust ordered weighted averaging loss model for portfolio optimization (English)
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8 July 2024
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conditional value-at-risk
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mean-risk models
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minimax regret models
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