Portfolio optimization using Mean Absolute Deviation (MAD) and Conditional Value-at-Risk (CVaR)
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Production
سال: 2017
ISSN: 0103-6513
DOI: 10.1590/0103-6513.208816