Coherent Distortion Risk Measures in Portfolio Selection

Coherent Distortion Risk Measures in Portfolio Selection

Feng, Ming Bin, Tan, Ken Seng
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Volume:
4
Year:
2012
Language:
english
Pages:
10
DOI:
10.1016/j.sepro.2011.11.045
File:
PDF, 653 KB
english, 2012
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