Multi-market portfolio optimization with conditional value at risk
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Publication:2670592
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Cites work
- scientific article; zbMATH DE number 1240224 (Why is no real title available?)
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Cited in
(5)- Optimization with Multivariate Conditional Value-at-Risk Constraints
- Nonsmooth hierarchical multi portfolio selection
- First passage times in portfolio optimization: a novel nonparametric approach
- A cooperative bargaining framework for decentralized portfolio optimization
- A bi-level programming approach for global investment strategies with financial intermediation
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