Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103)
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scientific article; zbMATH DE number 6509153
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected utility theory, optimal portfolios, and polyhedral coherent risk measures |
scientific article; zbMATH DE number 6509153 |
Statements
Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (English)
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16 November 2015
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expected utility theory
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polyhedral coherent risk measure
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conditional value-at-risk
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spectral risk measure
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portfolio optimization
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0.94070745
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0.9361029
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0.92192596
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0.9165697
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0.9160343
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0.91372764
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0.91271025
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0.90903026
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0.9075787
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