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Publication:3010747
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zbMATH Open1229.91289MaRDI QIDQ3010747

Yanli Hu, Xuou Guo, Peibiao Zhao

Publication date: 27 June 2011



Title of this publication is not available (Why is that?)


zbMATH Keywords

portfolio selectiongeneralized CVaR


Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Portfolio theory (91G10)



Related Items (3)

Portfolio decision analysis with a generalized balance approach ⋮ Portfolio selection problem with multiple risky assets under the constant elasticity of variance model ⋮ Portfolio selection in multidimensional general and partial moment space






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