Matches in SemOpenAlex for { <https://semopenalex.org/work/W2991531081> ?p ?o ?g. }
Showing items 1 to 80 of
80
with 100 items per page.
- W2991531081 abstract "An approach to the selection of optimality criteria in stochastic investment problems modeled as games with nature with known probabilities of states is proposed. This approach is based on the combination of efficiency criteria (expected payoff) and risk criteria (such as VAR). For the emerging two-criterion problem, the method of a transfer of one criterion into a constraint is used as a method of formalization. The case of pure strategies (the choice of one investment option) and the case of mixed strategies (diversification of investments) are considered." @default.
- W2991531081 created "2019-12-05" @default.
- W2991531081 creator A5015446750 @default.
- W2991531081 creator A5036192418 @default.
- W2991531081 date "2019-10-01" @default.
- W2991531081 modified "2023-09-25" @default.
- W2991531081 title "The Optimality Principle Mathematical Expectation-Var and its Application in the Russian Stock Market" @default.
- W2991531081 cites W2902126365 @default.
- W2991531081 doi "https://doi.org/10.1109/mlsd.2019.8911018" @default.
- W2991531081 hasPublicationYear "2019" @default.
- W2991531081 type Work @default.
- W2991531081 sameAs 2991531081 @default.
- W2991531081 citedByCount "2" @default.
- W2991531081 countsByYear W29915310812020 @default.
- W2991531081 crossrefType "proceedings-article" @default.
- W2991531081 hasAuthorship W2991531081A5015446750 @default.
- W2991531081 hasAuthorship W2991531081A5036192418 @default.
- W2991531081 hasConcept C103144560 @default.
- W2991531081 hasConcept C126255220 @default.
- W2991531081 hasConcept C144133560 @default.
- W2991531081 hasConcept C144237770 @default.
- W2991531081 hasConcept C149782125 @default.
- W2991531081 hasConcept C162324750 @default.
- W2991531081 hasConcept C162853370 @default.
- W2991531081 hasConcept C175444787 @default.
- W2991531081 hasConcept C17744445 @default.
- W2991531081 hasConcept C180916674 @default.
- W2991531081 hasConcept C181622380 @default.
- W2991531081 hasConcept C199539241 @default.
- W2991531081 hasConcept C22171661 @default.
- W2991531081 hasConcept C2524010 @default.
- W2991531081 hasConcept C27548731 @default.
- W2991531081 hasConcept C2776036281 @default.
- W2991531081 hasConcept C33923547 @default.
- W2991531081 hasConcept C94625758 @default.
- W2991531081 hasConceptScore W2991531081C103144560 @default.
- W2991531081 hasConceptScore W2991531081C126255220 @default.
- W2991531081 hasConceptScore W2991531081C144133560 @default.
- W2991531081 hasConceptScore W2991531081C144237770 @default.
- W2991531081 hasConceptScore W2991531081C149782125 @default.
- W2991531081 hasConceptScore W2991531081C162324750 @default.
- W2991531081 hasConceptScore W2991531081C162853370 @default.
- W2991531081 hasConceptScore W2991531081C175444787 @default.
- W2991531081 hasConceptScore W2991531081C17744445 @default.
- W2991531081 hasConceptScore W2991531081C180916674 @default.
- W2991531081 hasConceptScore W2991531081C181622380 @default.
- W2991531081 hasConceptScore W2991531081C199539241 @default.
- W2991531081 hasConceptScore W2991531081C22171661 @default.
- W2991531081 hasConceptScore W2991531081C2524010 @default.
- W2991531081 hasConceptScore W2991531081C27548731 @default.
- W2991531081 hasConceptScore W2991531081C2776036281 @default.
- W2991531081 hasConceptScore W2991531081C33923547 @default.
- W2991531081 hasConceptScore W2991531081C94625758 @default.
- W2991531081 hasLocation W29915310811 @default.
- W2991531081 hasOpenAccess W2991531081 @default.
- W2991531081 hasPrimaryLocation W29915310811 @default.
- W2991531081 hasRelatedWork W1493831026 @default.
- W2991531081 hasRelatedWork W1541438566 @default.
- W2991531081 hasRelatedWork W1987016427 @default.
- W2991531081 hasRelatedWork W2001022048 @default.
- W2991531081 hasRelatedWork W2019426825 @default.
- W2991531081 hasRelatedWork W2081991282 @default.
- W2991531081 hasRelatedWork W2120479396 @default.
- W2991531081 hasRelatedWork W2152552188 @default.
- W2991531081 hasRelatedWork W2333305678 @default.
- W2991531081 hasRelatedWork W2362746614 @default.
- W2991531081 hasRelatedWork W2805343758 @default.
- W2991531081 hasRelatedWork W289469021 @default.
- W2991531081 hasRelatedWork W2918480841 @default.
- W2991531081 hasRelatedWork W3021659023 @default.
- W2991531081 hasRelatedWork W3140029201 @default.
- W2991531081 hasRelatedWork W3214305198 @default.
- W2991531081 hasRelatedWork W393773552 @default.
- W2991531081 hasRelatedWork W53496802 @default.
- W2991531081 hasRelatedWork W577519704 @default.
- W2991531081 hasRelatedWork W2741641122 @default.
- W2991531081 isParatext "false" @default.
- W2991531081 isRetracted "false" @default.
- W2991531081 magId "2991531081" @default.
- W2991531081 workType "article" @default.