"Portfolio optimization with disutility-based risk measure."

Cristinca Fulga (2016)

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DOI: 10.1016/J.EJOR.2015.11.012

access: closed

type: Journal Article

metadata version: 2020-02-21

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Cristinca Fulga:
Portfolio optimization with disutility-based risk measure. Eur. J. Oper. Res. 251(2): 541-553 (2016)

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