Tsao-Yuan Chuang

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models
Computers & Operations Research
2019-02-14Paper


Research outcomes over time


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