Optimal consumption—portfolio problem with CVaR constraints

Optimal consumption—portfolio problem with CVaR constraints

Zhang, Qingye, Gao, Yan
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Volume:
91
Language:
english
Journal:
Chaos, Solitons & Fractals
DOI:
10.1016/j.chaos.2016.07.015
Date:
October, 2016
File:
PDF, 519 KB
english, 2016
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