"Technical Note - Closed-Form Solutions for Worst-Case Law Invariant Risk ..."

Jonathan Yu-Meng Li (2018)

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DOI: 10.1287/OPRE.2018.1736

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type: Journal Article

metadata version: 2025-01-19

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Jonathan Yu-Meng Li:
Technical Note - Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization. Oper. Res. 66(6): 1533-1541 (2018)

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