Risk-adjusted probability measures in portfolio optimization with coherent measures of risk
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Publication:930955
DOI10.1016/j.ejor.2007.06.052zbMath1142.91591OpenAlexW2094752896MaRDI QIDQ930955
Naomi Miller, Ruszczyński, Andrzej
Publication date: 24 June 2008
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2007.06.052
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