Portfolio optimization with \(pw\)-robustness (Q668953)
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scientific article; zbMATH DE number 7038445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization with \(pw\)-robustness |
scientific article; zbMATH DE number 7038445 |
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Portfolio optimization with \(pw\)-robustness (English)
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19 March 2019
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portfolio optimization
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robust optimization
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value-at-risk
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