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"Bayesian portfolio selection using VaR and CVaR."
Taras Bodnar et al. (2022)
- Taras Bodnar, Mathias Lindholm, Vilhelm Niklasson, Erik Thorsén:
Bayesian portfolio selection using VaR and CVaR. Appl. Math. Comput. 427: 127120 (2022)
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