"Efficient Portfolio Optimization with Conditional Value at Risk."

Wlodzimierz Ogryczak, Tomasz Sliwinski (2010)

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DOI: 10.1109/IMCSIT.2010.5679952

access: closed

type: Conference or Workshop Paper

metadata version: 2020-12-08

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Wlodzimierz Ogryczak, Tomasz Sliwinski:
Efficient Portfolio Optimization with Conditional Value at Risk. IMCSIT 2010: 901-908

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