Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103): Difference between revisions

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-https://doi.org/10.1007/s10559-014-9678-5
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-W2013961361
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+https://doi.org/10.1007/s10559-014-9678-5
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+W2013961361
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+Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio
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+Q5844986
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+Polyhedral coherent risk measures and investment portfolio optimization
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