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On solving the dual for portfolio selection by optimizing Conditional Value at Risk
Włodzimierz Ogryczak, Tomasz ŚliwińskiVolume:
50
Language:
english
Pages:
5
DOI:
10.1007/s10589-010-9321-y
Date:
December, 2011
File:
PDF, 228 KB
english, 2011