Mean-variance, mean-VaR, and mean-CVaR models for portfolio selection with background risk

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Veröffentlicht in:Risk management
1. Verfasser: Guo, Xu (VerfasserIn)
Weitere Verfasser: Chan, Raymond H. (VerfasserIn), Wong, Wing Keung (VerfasserIn), Zhu, Lixing (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2019
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