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subject:"Financial analysis"
subject:"Portfolio selection"
~isPartOf:"INFORMS journal on computing : JOC"
~person:"Li, Duan"
~person:"Wong, Hoi Ying"
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INFORMS journal on computing : JOC
European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Insurance / Mathematics & economics
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Journal of economic dynamics & control
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Operations research letters
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IMA journal of management mathematics
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Journal of the Operational Research Society : OR
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The journal of computational finance
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In Proceedings of the 29th International Joint Conference on Artificial Intelligence (IJCAI '20), 2020
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Operations research
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Scandinavian actuarial journal
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Portfolio optimization with nonparametric value at risk : a block coordinate descent method
Cui, Xueting
;
Sun, Xiaoling
;
Zhu, Shushang
;
Jiang, Rujun
; …
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 454-471
Persistent link: https://www.econbiz.de/10011948064
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