A mixed 0-1 LP for index tracking problem with CVaR risk constraints

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Veröffentlicht in:Annals of operations research
Weitere Verfasser: Wang, Meihua (BerichterstatterIn), Xu, Chengxian (BerichterstatterIn), Xu, Fengmin (BerichterstatterIn), Xue, Hongang (BerichterstatterIn)
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Sprache:eng
Veröffentlicht: 2012
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