Suboptimality in portfolio conditional value-at-risk optimization

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Author
Jakobsons, Edgars
Date
2016
Type
  • Journal Article
Publication status
published
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Journal / series
Journal of Risk
Volume
18(4)
Pages / Article No.
1 - 23
Publisher
Incisive Media
Organisational unit
03288 - Embrechts, Paul (emeritus)  
Notes
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