Inverse portfolio problem with coherent risk measures
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Publication:321032
DOI10.1016/j.ejor.2015.09.050zbMath1346.91207OpenAlexW1825854501MaRDI QIDQ321032
Bogdan Grechuk, Michael Zabarankin
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2381/36136
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