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"Kernel density estimation based distributionally robust mean-CVaR ..."

Wei Liu, Li Yang, Bo Yu (2022)

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DOI: 10.1007/S10898-022-01177-5

access: closed

type: Journal Article

metadata version: 2022-11-13

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Wei Liu, Li Yang, Bo Yu:
Kernel density estimation based distributionally robust mean-CVaR portfolio optimization. J. Glob. Optim. 84(4): 1053-1077 (2022)

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