Optimization of expected shortfall on convex sets

Optimization of expected shortfall on convex sets

Kountzakis, Christos E.
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Volume:
53
Language:
english
Journal:
Lithuanian Mathematical Journal
DOI:
10.1007/s10986-013-9218-4
Date:
October, 2013
File:
PDF, 159 KB
english, 2013
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