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zbMath1199.91168MaRDI QIDQ3392410

G. M. Mbakop, Daniel Akume

Publication date: 14 August 2009

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

zbMATH Keywords

optimization portfolio risk management tail conditional expectation Value-at-Risk

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Portfolio theory (91G10)

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