Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs
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Cited in
(22)- Mean-variance lower-semi-variance portfolio model with transaction costs
- Uncertain portfolio selection with background risk and liquidity constraint
- Multi-stage stochastic model in portfolio selection problem
- Mean-risk-skewness models for portfolio optimization based on uncertain measure
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- scientific article; zbMATH DE number 7365939 (Why is no real title available?)
- Uncertain portfolio selection with background risk
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