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Construction of a portfolio with shorter downside tail and longer upside tail.
Hiroshi Konno
Katsuhiro Tanaka
Rei Yamamoto
Published in:
Comput. Optim. Appl. (2011)
Keyphrases
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extreme value theory
decision making
multiscale
information retrieval
social networks
database systems
objective function
cooperative
preprocessing
evolutionary algorithm
mobile robot
heavy tailed