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Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Lelong, Jérôme, Maume-Deschamps, Véronique, Thevenot, William
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Portfolio Management Risk Management
Accesso online:	Acceder al recurso
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