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A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem - MaRDI portal

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A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem

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Publication:6560769

DOI10.1142/S1793830923500210zbMATH Open1544.91285MaRDI QIDQ6560769

Author name not available (Why is that?)

Publication date: 24 June 2024

Published in: (Search for Journal in Brave)




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