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CVaR models with selective hedging for international asset allocation

✍ Scribed by Nikolas Topaloglou; Hercules Vladimirou; Stavros A. Zenios

Book ID: 117528498
Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 937 KB
Volume: 26
Category: Article
ISSN: 0378-4266
DOI: 10.1016/s0378-4266(02)00289-3

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