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Black-Litterman model with copula-based views in mean-CVaR portfolio optimization framework with weight constraints
Teplova, Tamara V.
;
Evgeniia, Mikova
;
Munir, Qaiser
; …
- In:
Economic change & restructuring
56
(
2023
)
1
,
pp. 515-535
Persistent link: https://www.econbiz.de/10013536410
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