"Portfolio Optimization via a Surrogate Risk Measure: Conditional ..."

I. Ilkay Boduroglu (2018)

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DOI: 10.1007/978-3-030-05348-2_23

access: closed

type: Conference or Workshop Paper

metadata version: 2022-10-02

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I. Ilkay Boduroglu:
Portfolio Optimization via a Surrogate Risk Measure: Conditional Desirability Value at Risk (CDVaR). LION 2018: 257-270

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