Robust asset allocation with conditional value at risk using the forward search
Year of publication: |
2019
|
---|---|
Authors: | Grossi, Luigi ; Laurini, Fabrizio |
Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 36.2019, 3 (15.11.), p. 335-352
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Publisher: |
Wiley |
Saved in:
Online Resource
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