Coherent Worst-Case Value-at-Risk with Applications to Robust Portfolio Optimization
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Publication:2854210
DOI10.1093/AMRX/ABS018zbMath1274.91252OpenAlexW2314712951MaRDI QIDQ2854210
Publication date: 18 October 2013
Published in: Applied Mathematics Research eXpress (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/amrx/abs018
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