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Publication:2937122
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zbMATH Open1313.91148MaRDI QIDQ2937122

Ilie Marinescu

Publication date: 7 January 2015



Title of this publication is not available (Why is that?)


zbMATH Keywords

stochastic optimizationinvestment analysisvalue at riskconditional value at risk


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Portfolio theory (91G10)



Related Items (3)

Portfolio optimization with disutility-based risk measure ⋮ Utilizing risk minimization for portfolio management ⋮ Title not available (Why is that?)






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