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Quantile Portfolio Optimization Under Risk Measure Constraints

✍ Scribed by Cahuich, Luis D.; HernÃ¡ndez-HernÃ¡ndez, Daniel

Book ID: 120413990
Publisher: Springer
Year: 2013
Tongue: English
Weight: 757 KB
Volume: 68
Category: Article
ISSN: 0095-4616
DOI: 10.1007/s00245-013-9201-9

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