Optimal Dynamic Mean-Downside Risk Portfolio Selection

Project: Research

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Detail(s)

Grant typeGRF
StatusFinished
Effective start/end date1/08/14 → 31/07/17

Fingerprints

100
Wealth Economics, Econometrics a...
66
Portfolio Selection Economics, Econometrics a...
66
Continuous Time Economics, Econometrics a...
66
Conditional Value A... Mathematics
66
Social Comparison Computer Science
66
Reference Point Computer Science
66
Value at Risk Computer Science
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