"Aumann-Serrano index of risk in portfolio optimization."

Tiantian Li et al. (2021)

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DOI: 10.1007/S00186-021-00753-X

access: closed

type: Journal Article

metadata version: 2021-12-15

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Tiantian Li, Young Shin Kim, Qi Fan, Fumin Zhu:
Aumann-Serrano index of risk in portfolio optimization. Math. Methods Oper. Res. 94(2): 197-217 (2021)

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