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~person:"Boyd, Stephen P."
~person:"Carl, P."
~subject:"Risk measure"
~type_genre:"Book section"
~type_genre:"Guidebook"
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Application of operations research to financial markets
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Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
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Multi-period portfolio selection with drawdown control
Nystrup, Peter
;
Boyd, Stephen P.
;
Lindström, Erik
; …
- In:
Application of operations research to financial markets
,
(pp. 245-271)
.
2019
Persistent link: https://www.econbiz.de/10012157466
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Hedge fund portfolio selection with modified expected shortfall
Boudt, Kris
;
Peterson, B. G.
;
Carl, P.
- In:
Computational finance and its applications III : …
,
(pp. 99-107)
.
2008
Persistent link: https://www.econbiz.de/10003713274
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