"Growth-Optimal Portfolio Selection under CVaR Constraints."

Guy Uziel, Ran El-Yaniv (2017)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/UzielE17a
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  - https://dblp.org/rec/journals/corr/UzielE17a
Guy Uziel, Ran El-Yaniv:
Growth-Optimal Portfolio Selection under CVaR Constraints. CoRR abs/1705.09800 (2017)

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