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Portfolio optimisation model with value at risk mean absolute deviation approach and its reformulationDevjak, Srečko, 1976-Source: Ekonomska istraživanja = Economic research. - ISSN 1331-677X (Letn. 18, št. 2, prosinac 2005, str. 61-69)Type of material - article, component part ; adult, seriousPublish date - 2005Language - englishCOBISS.SI-ID - 1012606
Author
Devjak, Srečko, 1976-
Topics
upravljanje s tveganji |
merjenje tveganja |
optimizacija portfelja |
poslovne banke |
standardni odklon |
model srednjega absolutnega odklona |
rizična vrednost |
risk management |
risk measurement |
commercial bank |
portfolio optimisation |
standard deviation |
mean absolute deviation model |
value at risk |
value at risk
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Devjak, Srečko, 1976- | 54917 |
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