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~isPartOf:"Operations research letters"
~person:"Chen, Xi"
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
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A trade execution model under a composite dynamic coherent risk measure
Lin, Qihang
;
Chen, Xi
;
Peña, Javier
- In:
Operations research letters
43
(
2015
)
1
,
pp. 52-58
Persistent link: https://www.econbiz.de/10010486353
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