Risk management strategies via minimax portfolio optimization (Q992622)
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scientific article; zbMATH DE number 5781848
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk management strategies via minimax portfolio optimization |
scientific article; zbMATH DE number 5781848 |
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Risk management strategies via minimax portfolio optimization (English)
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9 September 2010
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investment analysis
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risk analysis
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risk management
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Knightian uncertainty
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linear programming
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