Robust asset allocation with conditional value at risk using the forward search

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Publication:6576844

DOI10.1002/ASMB.2492MaRDI QIDQ6576844FDOQ6576844


Authors: Luigi Grossi, Fabrizio Laurini Edit this on Wikidata


Publication date: 23 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)








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