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Property / DOI: 10.1016/j.ejor.2021.04.038 / rank
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Latest revision as of 15:27, 17 December 2024

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A relative robust approach on expected returns with bounded CVaR for portfolio selection
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    A relative robust approach on expected returns with bounded CVaR for portfolio selection (English)
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    5 November 2021
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    investment analysis
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    conditional value-at-risk
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    minmax regret models
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