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    Efficient Portfolio Optimization with Conditional Value at Risk
    13 years 8 months ago
    Efficient Portfolio Optimization with Conditional Value at Risk
    Download  www.proceedings2010.imcsit.org
    The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
    Wlodzimierz Ogryczak, Tomasz Sliwinski
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