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Regime-dependent Robust Risk Measures with Application in Portfolio Selection

✍ Scribed by Liu, Jia; Chen, Zhiping

Book ID: 124109212
Publisher: Elsevier
Year: 2014
Tongue: English
Weight: 195 KB
Volume: 31
Category: Article
ISSN: 1877-0509
DOI: 10.1016/j.procs.2014.05.277

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