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Sparse Extended Mean-Variance-CVaR Portfolios with Short-selling

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Mousavi, Ahmad, Salahi, Maziar, Boukouvalas, Zois
Format:	Preprint
Publié:	2024
Sujets:	Optimization and Control
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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