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"Portfolio Optimization with Quasiconvex Risk Measures."
Elisa Mastrogiacomo, Emanuela Rosazza Gianin (2015)
- Elisa Mastrogiacomo, Emanuela Rosazza Gianin:
Portfolio Optimization with Quasiconvex Risk Measures. Math. Oper. Res. 40(4): 1042-1059 (2015)
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