"A note on optimal portfolio corresponding to the CVaR ratio."

Reza Keykhaei (2017)

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DOI: 10.1051/RO/2016055

access: closed

type: Journal Article

metadata version: 2020-09-02

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Reza Keykhaei:
A note on optimal portfolio corresponding to the CVaR ratio. RAIRO Oper. Res. 51(4): 921-930 (2017)

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