Conditional Value-at-Risk Vs. Value-at-Risk to Multi-Objective Portfolio Optimization - Publication - Bridge of Knowledge

Conditional Value-at-Risk Vs. Value-at-Risk to Multi-Objective Portfolio Optimization

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Bartosz Sawik dr inż. / Ph.D., Eng.

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ISSN:: 0276-8976
Publication year:: 2012
DOI:: Digital Object Identifier (open in new tab) 10.1108/s0276-8976(2012)0000015016
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