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"Portfolio optimization by minimizing conditional value-at-risk via ..."
Churlzu Lim, Hanif D. Sherali, Stan Uryasev (2010)
- Churlzu Lim, Hanif D. Sherali, Stan Uryasev:
Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization. Comput. Optim. Appl. 46(3): 391-415 (2010)
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