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Optimization of conditional value-at-risk - MaRDI portal

Optimization of conditional value-at-risk

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Publication:148959

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DOI10.21314/JOR.2000.038WikidataQ90659352 ScholiaQ90659352MaRDI QIDQ148959

R. Tyrrell Rockafellar, Stanislav Uryasev

Publication date: 2000

Published in: The Journal of Risk (Search for Journal in Brave)

Related Items (1)

portfolio.optimization

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