Worst-case CVaR based portfolio optimization models with applications to scenario planning (Q5891578)
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scientific article; zbMATH DE number 6035834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Worst-case CVaR based portfolio optimization models with applications to scenario planning |
scientific article; zbMATH DE number 6035834 |
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Worst-case CVaR based portfolio optimization models with applications to scenario planning (English)
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16 May 2012
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