The diversification of currency loans: A comparison between safety-first and mean-variance criteria
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Publication:1330576
DOI10.1016/0377-2217(94)90100-7zbMath0803.90009OpenAlexW1970452161MaRDI QIDQ1330576
Publication date: 21 July 1994
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(94)90100-7
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Cites Work
- Experimental study on the efficiency and accuracy of a chance-constrained programming algorithm
- A Stochastic Programming Model
- A chance-constrained programming algorithm
- Constructing Sets of Uniformly Tighter Linear Approximations for a Chance Constraint
- Safety First and the Holding of Assets
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