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"Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio ..."

Li Chen, Simai He, Shuzhong Zhang (2011)

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DOI: 10.1287/OPRE.1110.0950

access: closed

type: Journal Article

metadata version: 2020-10-26

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Li Chen, Simai He, Shuzhong Zhang:
Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection. Oper. Res. 59(4): 847-865 (2011)

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