Investment under duality risk measure
Year of publication: |
2014
|
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Authors: | Xu, Zuo Quan |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 239.2014, 3 (16.12.), p. 786-793
|
Subject: | Duality axiom | Duality risk measure | Duality index | Portfolio selection | Theorie | Theory | Portfolio-Management | Duales Optimierungsproblem | Dual optimization problem | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure |
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