Worst-case values of target semi-variances with applications to robust portfolio selection

Fuente: arXiv

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Bibliographic Details
Main Authors:	Cai, Jun, Jiao, Zhanyi, Mao, Tiantian
Format:	Preprint
Published:	2024
Subjects:	Risk Management Portfolio Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2410.01732