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"Time consistent multi-period robust risk measures and portfolio selection ..."

Jia Liu, Zhiping Chen (2018)

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DOI: 10.1016/J.EJOR.2018.01.009

access: closed

type: Journal Article

metadata version: 2022-07-28

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Jia Liu, Zhiping Chen:
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching. Eur. J. Oper. Res. 268(1): 373-385 (2018)

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