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IMA journal of management mathematics
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Uncertain mean-CVaR model for portfolio selection with transaction cost and
investors
'
preferences
Wang, Xiantao
;
Zhu, Yuanguo
;
Tang, Pan
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014445600
Saved in:
2
The use of stock market data to define a corporate social responsibility measure based on the Choquet integral
Girerd-Potin, Isabelle
;
Jimenez-Garcès, Sonia
;
Louvet, …
- In:
Journal of the Operational Research Society
74
(
2023
)
10
,
pp. 2124-2142
Persistent link: https://www.econbiz.de/10014446056
Saved in:
3
A portfolio return definition coherent with the
investors
'
preferences
Ortobelli Lozza, Sergio
;
Petronio, Filomena
;
Lando, Tommaso
- In:
IMA journal of management mathematics
28
(
2017
)
3
,
pp. 451-466
Persistent link: https://www.econbiz.de/10011774288
Saved in:
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