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ANOR
2007

Conditional value at risk and related linear programming models for portfolio optimization

13 years 11 months ago
Conditional value at risk and related linear programming models for portfolio optimization
Renata Mansini, Wlodzimierz Ogryczak, Maria Grazia
Added 08 Dec 2010
Updated 08 Dec 2010
Type Journal
Year 2007
Where ANOR
Authors Renata Mansini, Wlodzimierz Ogryczak, Maria Grazia Speranza
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