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                                       Details for article 9 of 56 found articles
 
 
  Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation
 
 
Title: Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation
Author: Norton, Matthew
Khokhlov, Valentyn
Uryasev, Stan
Appeared in: Annals of operations research
Paging: Volume 299 () nr. 1-2 pages 1281-1315
Year: 2019-10-25
Contents:
Publisher: Springer US, New York
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 9 of 56 found articles
 
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