"Robustifying Convex Risk Measures for Linear Portfolios: A Nonparametric ..."

David Wozabal (2014)

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DOI: 10.1287/OPRE.2014.1323

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type: Journal Article

metadata version: 2020-03-31

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David Wozabal:
Robustifying Convex Risk Measures for Linear Portfolios: A Nonparametric Approach. Oper. Res. 62(6): 1302-1315 (2014)

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