"Entropic value at risk to find the optimal uncertain random portfolio."

Souad Chennaf, Jaleleddine Ben Amor (2023)

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DOI: 10.1007/S00500-023-08547-5

access: closed

type: Journal Article

metadata version: 2023-09-11

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Souad Chennaf, Jaleleddine Ben Amor:
Entropic value at risk to find the optimal uncertain random portfolio. Soft Comput. 27(20): 15185-15197 (2023)

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