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Robust optimization of conditional value at risk and portfolio selection

✍ Scribed by Anna Grazia Quaranta; Alberto Zaffaroni

Book ID: 116615165
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 200 KB
Volume: 32
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2007.12.025

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