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zbMath0990.91016MaRDI QIDQ2752032

R.Lepp, A. I. Kibzun

Publication date: 14 August 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic programming discrete approximation value-at-risk portfolio selection confidence method quantile criterion confidence strategy logarithmic strategy risky strategy

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

Safety-first portfolio selection

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