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~isPartOf:"European journal of operational research : EJOR"
~person:"Östermark, Ralf"
~subject:"Multivariate Verteilung"
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Multivariate Verteilung
Black-Litterman framework
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Conditional value-at-risk
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Östermark, Ralf
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European journal of operational research : EJOR
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Copula-based Black-Litterman portfolio optimization
Sahamkhadam, Maziar
;
Stephan, Andreas
;
Östermark, Ralf
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10013262000
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