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dc.contributor.author
Jakobsons, Edgars
dc.date.accessioned
2017-06-12T11:55:32Z
dc.date.available
2017-06-12T11:55:32Z
dc.date.issued
2016-08
dc.identifier.issn
2193-1402
dc.identifier.issn
0721-2631
dc.identifier.other
10.1515/strm-2016-0008
dc.identifier.uri
http://hdl.handle.net/20.500.11850/120074
dc.language.iso
en
dc.publisher
R. Oldenbourg Verlag
dc.subject
Expectile
dc.subject
Linear programming
dc.subject
Portfolio optimization
dc.subject
Scenario aggregation
dc.title
Scenario aggregation method for portfolio expectile optimization
dc.type
Journal Article
ethz.journal.title
Statistics and Risk Modeling
ethz.journal.volume
33
ethz.journal.issue
1-2
ethz.pages.start
51
ethz.pages.end
65
ethz.notes
.
ethz.identifier.scopus
ethz.identifier.nebis
006813583
ethz.publication.place
München
ethz.publication.status
published
ethz.date.deposited
2017-06-12T11:55:59Z
ethz.source
ECIT
ethz.identifier.importid
imp593654ad9a89a14448
ethz.ecitpid
pub:182124
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-13T12:37:57Z
ethz.rosetta.lastUpdated
2017-07-13T12:37:57Z
ethz.rosetta.versionExported
true
ethz.COinS
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