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optimization of Conditional Value-at-Risk.pdf下载

更新：2024-10-27 15:09:49
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类别：金融 - 行业
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A new approach to optimizing or hedging a portfolio of nancial instruments to reduce risk is presented and tested on applications. It focuses on minimizing Conditional Value-at-Risk (CVaR) rather than minimizing Value-at-Risk (VaR)

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optimization of Conditional Value-at-Risk.pdf下载

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