A closed-form solution for robust portfolio selection with worst-case CVaR risk measure
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Publication:1718537
DOI10.1155/2014/494575zbMath1407.91237OpenAlexW2141366686WikidataQ59067839 ScholiaQ59067839MaRDI QIDQ1718537
Publication date: 8 February 2019
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/494575
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