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isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The journal of asset management"
~person:"Deng, Geng"
~subject:"Risk measure"
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Deng, Geng
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Discussion paper / Tinbergen Institute
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Robust portfolio optimization with Value-at-Risk-adjusted Sharpe
Deng, Geng
;
Dulaney, Tim
;
McCann, Craig
;
Wang, Olivia
- In:
The journal of asset management
14
(
2013
)
5
,
pp. 293-305
Persistent link: https://www.econbiz.de/10010237942
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