Risk preference modeling with conditional average: an application to portfolio optimization.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/anor/Krzemienowski09
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dcterms:
bibliographicCitation
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http://dblp.uni-trier.de/rec/bibtex/journals/anor/Krzemienowski09
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dc:
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https://dblp.l3s.de/d2r/resource/authors/Adam_Krzemienowski
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homepage
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http://dx.doi.org/doi.org%2F10.1007%2Fs10479-008-0387-1
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DBLP journals/anor/Krzemienowski09
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DOI doi.org%2F10.1007%2Fs10479-008-0387-1
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issued
2009
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swrc:
journal
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rdfs:
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Risk preference modeling with conditional average: an application to portfolio optimization.
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https://dblp.l3s.de/d2r/resource/authors/Adam_Krzemienowski
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1
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swrc:
pages
67-95
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rdfs:
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http://dblp.uni-trier.de/db/journals/anor/anor165.html#Krzemienowski09
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rdfs:
seeAlso
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https://doi.org/10.1007/s10479-008-0387-1
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dc:
subject
Preference modeling; Stochastic dominance; Quantile risk measures; Portfolio optimization; Experimental analysis
(xsd:string)
dc:
title
Risk preference modeling with conditional average: an application to portfolio optimization.
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165
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