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Tsao-Yuan Chuang

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2010 – 2019

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2019
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Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Tsao-Yuan Chuang:
Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models. Comput. Oper. Res. 104: 239-255 (2019)

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