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Mathematical programming
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CVaR models with selective hedging for international asset allocation
Topaloglou, Nikolas
;
Vladimirou, Hercules
;
Zenios, …
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1535-1561
Persistent link: https://www.econbiz.de/10001688719
Saved in:
2
Stochastic network programming for financial planning problems
Mulvey, John M.
- In:
Management science : journal of the Institute for …
38
(
1992
)
11
,
pp. 1642-1664
Persistent link: https://www.econbiz.de/10001135940
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