Non-concave portfolio optimization with average value-at-risk

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Publication:6113171

DOI10.1007/s11579-023-00332-0zbMath1520.91379OpenAlexW4323050601MaRDI QIDQ6113171

Fangyuan Zhang

Publication date: 10 July 2023

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-023-00332-0






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