Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management

出版年份 2009 全文链接

标题

作者

关键词

出版物

Volume 57, Issue 5, Pages 1155-1168

出版商

Institute for Operations Research and the Management Sciences (INFORMS)

发表日期

2009-07-30

DOI

10.1287/opre.1080.0684

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