Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection
| Year of publication: |
2011
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|---|---|
| Authors: | Chen, Li ; He, Simai ; Zhang, Shuzhong |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 59.2011, 4, p. 847-866
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