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~isPartOf:"Computational methods in decision-making, economics and finance"
~subject:"Risk measure"
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A global optimization heuristic for portfolio choice with VaR and expected shortfall
Gilli, Manfred
;
Ke͏̈llezi, Evis
- In:
Computational methods in decision-making, economics and …
,
(pp. 167-183)
.
2010
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