Polyhedral coherent risk measure and distributionally robust portfolio optimization

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Publication:6160556

DOI10.1007/s10559-023-00545-7zbMath1515.91142OpenAlexW4321612607MaRDI QIDQ6160556

V. S. Kirilyuk

Publication date: 10 May 2023

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-023-00545-7






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