On extending the LP computable risk measures to account downside risk
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Publication:2574063
DOI10.1007/s10589-005-2057-4zbMath1085.90029OpenAlexW2026122541MaRDI QIDQ2574063
Adam Krzemienowski, Włodzimierz Ogryczak
Publication date: 16 November 2005
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-005-2057-4
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Uses Software
Cites Work
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