Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500

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Publication:5245462

DOI10.1080/14697688.2013.868027zbMath1402.91741OpenAlexW1965798008MaRDI QIDQ5245462

George Mavrotas, Panos Xidonas

Publication date: 8 April 2015

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2013.868027




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