Robust distortion risk metrics and portfolio optimization

Fuente: arXiv

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Bibliographic Details
Main Authors:	Liu, Peng, Vanduffel, Steven, Xia, Yi
Format:	Preprint
Published:	2025
Subjects:	Risk Management 91G10, 91G70
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2511.08662