Scalar and Vector Risk in the General Framework of Portfolio Theory

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Book Overview
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Chapter 1 Introduction
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Chapter 2 Efficient Portfolios for Scalar Risk Functions
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Chapter 3 Efficient Portfolios for Vector Risk Functions
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Chapter 4 Application Examples
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Chapter 5 Conclusion

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RT @SpringerMath: Just published in the CMS/CAIMS series! @canmathsociety https://t.co/pXQk1PBVnX Introduces a new general framework of po…

30 Oct 2023

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Just published in the CMS/CAIMS series! @canmathsociety https://t.co/pXQk1PBVnX Introduces a new general framework of portfolio theory involving multiple types of risks Highlights the role of convex analysis and convex duality in portfolio analysis

30 Oct 2023

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Scalar and Vector Risk in the General Framework of Portfolio Theory

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