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                                       Details for article 9 of 15 found articles
 
 
  Portfolio optimization with a copula-based extension of conditional value-at-risk
 
 
Title: Portfolio optimization with a copula-based extension of conditional value-at-risk
Author: Krzemienowski, Adam
Szymczyk, Sylwia
Appeared in: Annals of operations research
Paging: Volume 237 (2014) nr. 1-2 pages 219-236
Year: 2014
Contents:
Publisher: Springer US, New York
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 9 of 15 found articles
 
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