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Portfolio optimization with entropic value-at-risk

Portfolio optimization with entropic value-at-risk http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png European Journal of Operational Research Unpaywall

Portfolio optimization with entropic value-at-risk

European Journal of Operational ResearchNov 1, 2019
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Publisher
Unpaywall
ISSN
0377-2217
DOI
10.1016/j.ejor.2019.02.007
Publisher site
See Article on Publisher Site

Abstract

Journal

European Journal of Operational ResearchUnpaywall

Published: Nov 1, 2019

There are no references for this article.