Spectral risk measures and portfolio selection
Year of publication: |
2008
|
---|---|
Authors: | Adam, Alexandre ; Houkari, Mohamed ; Laurent, Jean-Paul |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 32.2008, 9, p. 1870-1882
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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