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Relative portfolio optimization via a value at risk based constraint

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Bäuerle, Nicole, Göll, Tamara
Format:	Preprint
Publié:	2025
Sujets:	Optimization and Control Mathematical Finance Portfolio Management
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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