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  • Search: subject:"risk management constraint"
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Year of publication
Subject
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Mathematical programming 1 Mathematische Optimierung 1 Portfolio selection 1 Portfolio-Management 1 Risikomanagement 1 Risikomaß 1 Risk management 1 Risk measure 1 Stochastic Mirror Descent 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 biased observations 1 discretization 1 portfolio selection 1 risk management constraint 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Costa, Manon 1 Gadat, Sébastien 1 Huang, Lorick 1
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Working papers / TSE : WP 1
Source
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ECONIS (ZBW) 1
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Portfolio optimization under CV@R constraint with stochastic mirror descent
Gadat, Sébastien; Costa, Manon; Huang, Lorick - 2022
Persistent link: https://www.econbiz.de/10013263291
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