Portfolio Optimization via a Surrogate Risk Measure: Conditional Desirability Value at Risk (CDVaR).
Resource URI: https://dblp.l3s.de/d2r/resource/publications/conf/lion/Boduroglu18
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Portfolio Optimization via a Surrogate Risk Measure: Conditional Desirability Value at Risk (CDVaR).
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Portfolio Optimization via a Surrogate Risk Measure: Conditional Desirability Value at Risk (CDVaR).
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