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  • Search: subject:"Robust C-VaR"
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Subject
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Foundations of banking origin 1 Portfolio selection 1 Portfolio-Management 1 Robust C-VaR 1 Robust portfolio optimization 1 Robust statistics 1 Robustes Verfahren 1 Theorie 1 Theory 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Arcuri, Maria Cristina 1 Gandolfi, Gino 1 Laurini, Fabrizio 1
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Central European journal of operations research 1
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ECONIS (ZBW) 1
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Robust portfolio optimization for banking foundations : a CVaR approach for asset allocation with mandatory constraints
Arcuri, Maria Cristina; Gandolfi, Gino; Laurini, Fabrizio - In: Central European journal of operations research 31 (2023) 2, pp. 557-581
Persistent link: https://www.econbiz.de/10014251624
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