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subject:"Risiko"
subject:"World"
~isPartOf:"Quantitative finance"
~isPartOf:"Working paper"
~person:"Bergk, Kerstin"
~type_genre:"Article in journal"
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Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
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