Investment under duality risk measure
Year of publication: |
2014
|
---|---|
Authors: | Xu, Zuo Quan |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 239.2014, 3, p. 786-793
|
Publisher: |
Elsevier |
Subject: | Duality axiom | Duality risk measure | Duality index | Portfolio selection |
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