"Convex risk measures for portfolio optimization and concepts of flexibility."

Hans-Jakob Lüthi, Jörg Doege (2005)

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DOI: 10.1007/S10107-005-0628-X

access: closed

type: Journal Article

metadata version: 2017-05-27

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Hans-Jakob Lüthi, Jörg Doege:
Convex risk measures for portfolio optimization and concepts of flexibility. Math. Program. 104(2-3): 541-559 (2005)

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