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Annals of operations research ; 226
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A mean CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution
Zhao, Shangmei
;
Lu, Qing
;
Han, Liyan
;
Liu, Yong
;
Hu, Fei
-
2015
Persistent link: https://www.econbiz.de/10010490203
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