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Portfolio optimization using Mean Absolute Deviation (MAD) and Conditional Value-at-Risk (CVaR)

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Bibliographic Details
Main Author: Lucas Pelegrin da Silva
Format: Artículo científico
Language:en
Published: Associação Brasileira de Engenharia de Produção 2017
Subjects:
Ingeniería
at
risk
Conditional Value
Portfolio optimization
Brazilian stock market
Online Access:
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