"Direct data-driven portfolio optimization with guaranteed shortfall ..."

Giuseppe Carlo Calafiore (2013)

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DOI: 10.1016/J.AUTOMATICA.2012.11.012

access: closed

type: Journal Article

metadata version: 2020-02-20

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Giuseppe Carlo Calafiore:
Direct data-driven portfolio optimization with guaranteed shortfall probability. Autom. 49(2): 370-380 (2013)

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