Optimality conditions in portfolio analysis with general...

Optimality conditions in portfolio analysis with general deviation measures

R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin
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Volume:
108
Language:
english
Pages:
26
Journal:
Mathematical Programming
DOI:
10.1007/s10107-006-0721-9
Date:
September, 2006
File:
PDF, 250 KB
english, 2006
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