Portfolio selection with uncertain exit time: a robust CVaR approach (Q844601)
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scientific article; zbMATH DE number 5660218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection with uncertain exit time: a robust CVaR approach |
scientific article; zbMATH DE number 5660218 |
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Portfolio selection with uncertain exit time: a robust CVaR approach (English)
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19 January 2010
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robust CVaR
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robust portfolio selection
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uncertain exit time
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