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Quantitative Finance 2017 / 11

Portfolio optimization under Expected Shortfall: contour maps of estimation error

Caccioli, Fabio, Kondor, Imre, Papp, Gábor
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Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2017.1390245
Date:
November, 2017
File:
PDF, 1.09 MB
english, 2017
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