Mean-risk models using two risk measures: a multi-objective approach

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Publication:5423196

DOI10.1080/14697680701448456zbMath1190.91139OpenAlexW2011806243MaRDI QIDQ5423196

Diana Roman, Gautam Mitra, Kenneth Darby-Dowman

Publication date: 22 October 2007

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

Full work available at URL: http://bura.brunel.ac.uk/handle/2438/489




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