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Search: subject:"International portfolio optimization"
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International portfolio optimization
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Robust
international
portfolio
optimization
with worst‐case mean‐CVaR
Luan, Fei
;
Zhang, Weiguo
;
Liu, Yongjun
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 877-890
Persistent link: https://www.econbiz.de/10013364039
Saved in:
2
Robust International Portfolio Management
Fonseca, Raquel J.
;
Wiesemann, Wolfram
;
Rustem, Berc
-
COMISEF
-
2010
We present an
international
portfolio
optimization
model where we take into account the two different sources of return …
Persistent link: https://www.econbiz.de/10008592379
Saved in:
3
Robust international portfolio management
Fonseca, Raquel
;
Wiesemann, Wolfram
;
Rustem, Berç
- In:
Computational Management Science
9
(
2012
)
1
,
pp. 31-62
Persistent link: https://www.econbiz.de/10010539354
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