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
Publication date: 23 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
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