"Responsible investing and portfolio selection: a shapley - CVaR approach."

Giacomo Morelli (2024)

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DOI: 10.1007/S10479-022-05144-X

access: closed

type: Journal Article

metadata version: 2025-01-08

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Giacomo Morelli:
Responsible investing and portfolio selection: a shapley - CVaR approach. Ann. Oper. Res. 342(3): 1991-2019 (2024)

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