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  • Search: subject:"Multi-period mean-CVaR portfolio selection"
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Conditional Value-at-Risk 1 Investment analysis 1 Multi-period mean-CVaR portfolio selection 1 Portfolio selection 1 Portfolio-Management 1 Risikomaß 1 Risk measure 1 Self-coordination strategy 1 Theorie 1 Theory 1 Time-consistent strategy 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Cui, Xiangyu 1 Gao, Jianjun 1 Shi, Yun 1 Zhu, Shushang 1
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European journal of operational research : EJOR 1
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ECONIS (ZBW) 1
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Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
Cui, Xiangyu; Gao, Jianjun; Shi, Yun; Zhu, Shushang - In: European journal of operational research : EJOR 276 (2019) 2, pp. 781-789
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