"Portfolio Optimization with Expectile and Omega Functions."

Alexander Wagner, Stan Uryasev (2019)

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DOI: 10.1109/WSC40007.2019.9004720

access: closed

type: Conference or Workshop Paper

metadata version: 2020-02-25

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Alexander Wagner, Stan Uryasev:
Portfolio Optimization with Expectile and Omega Functions. WSC 2019: 926-937

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