"Enhanced indexing using weighted conditional value at risk."

Ruchika Sehgal, Aparna Mehra (2019)

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DOI: 10.1007/S10479-019-03132-2

access: closed

type: Journal Article

metadata version: 2020-08-13

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Ruchika Sehgal, Aparna Mehra:
Enhanced indexing using weighted conditional value at risk. Ann. Oper. Res. 280(1-2): 211-240 (2019)

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