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~isPartOf:"Mathematical methods of operations research : ZOR"
~person:"Bali, Turan G."
~person:"Kim, Young Shin"
~person:"Lucas, André"
~person:"Scaillet, Olivier"
~subject:"CAPM"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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Aumann-Serrano index of risk in portfolio optimization
Li, Tiantian
;
Kim, Young Shin
;
Fan, Qi
;
Zhu, Fumin
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
2
,
pp. 197-217
Persistent link: https://www.econbiz.de/10012793510
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