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~isPartOf:"INFORMS journal on computing : JOC"
~person:"Li, Duan"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
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BCD method
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Li, Duan
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INFORMS journal on computing : JOC
European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Portfolio optimization with nonparametric value at risk : a block coordinate descent method
Cui, Xueting
;
Sun, Xiaoling
;
Zhu, Shushang
;
Jiang, Rujun
; …
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 454-471
Persistent link: https://www.econbiz.de/10011948064
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