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"Computational aspects of minimizing conditional value-at-risk."

Alexandra Künzi-Bay, János Mayer (2006)

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DOI: 10.1007/S10287-005-0042-0

access: closed

type: Journal Article

metadata version: 2020-05-10

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Alexandra Künzi-Bay, János Mayer:
Computational aspects of minimizing conditional value-at-risk. Comput. Manag. Sci. 3(1): 3-27 (2006)

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