"Robust portfolio selection based on asymmetric measures of variability of ..."

Wei Chen, Shaohua Tan (2009)

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DOI: 10.1016/J.CAM.2009.06.010

access: open

type: Journal Article

metadata version: 2021-02-16

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Wei Chen, Shaohua Tan:
Robust portfolio selection based on asymmetric measures of variability of stock returns. J. Comput. Appl. Math. 232(2): 295-304 (2009)

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