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~person:"Speranza, Maria Grazia"
~subject:"Risk-averse optimization"
~type_genre:"Book section"
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Enhanced index tracking with CVaR-based ratio measures
Guastaroba, Gianfranco
;
Mansini, Renata
;
Ogryczak, …
- In:
Stochastic optimization: theory and applications
,
(pp. 883-931)
.
2020
Persistent link: https://www.econbiz.de/10012290853
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