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subject:"Portfolio selection"
type_genre:"Sammelwerk"
~isPartOf:"Contemporary mathematics : CONM"
~isPartOf:"Elsevier finance"
~subject:"Mathematische Optimierung"
~type_genre:"Konferenzschrift"
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Portfolio selection
Mathematische Optimierung
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Joint Summer Research Conference on Mathematics of Finance <2003, Snowbird, Utah>
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Contemporary mathematics : CONM
Elsevier finance
Lecture notes in economics and mathematical systems : LNEMS
43
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Prace naukowe Akademii Ekonomicznej Imienia Oskara Langego we Wrocławiu
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Quantitative finance series
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Studia ekonomiczne : zeszyty naukowe Uniwersytetu Ekonomicznego w Katowicach
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The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
Sortino, Frank Alphonse
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10003858336
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Linear factor models in finance
Knight, John
;
Knight, John L.
;
Satchell, Stephen
-
2005
Persistent link: https://www.econbiz.de/10001973380
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3
Mathematics of finance : proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, June 22 - 26, 2003, Snowbird, Utah
Yin, George
(
ed.
);
Zhang, Qing
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001971366
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