Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management

DOI10.1287/opre.1080.0684zbMath1233.91254OpenAlexW2118856090MaRDI QIDQ3100415

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Publication date: 24 November 2011

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.1080.0684

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