Risk-adjusted probability measures in portfolio optimization with coherent measures of risk
| Year of publication: |
2008
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|---|---|
| Authors: | Miller, Naomi ; Ruszczyński, Andrzej |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 191.2008, 1, p. 191-204
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