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Robust asset allocation with conditional value at risk using the forward search - MaRDI portal

Robust asset allocation with conditional value at risk using the forward search

From MaRDI portal
Publication:6576844

DOI10.1002/asmb.2492MaRDI QIDQ6576844

Fabrizio Laurini, Luigi Grossi

Publication date: 23 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)






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