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"A mean-CVaR-skewness portfolio optimization model based on asymmetric ..."
Shangmei Zhao et al. (2015)
- Shangmei Zhao, Qing Lu, Liyan Han, Yong Liu, Fei Hu:
A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution. Ann. Oper. Res. 226(1): 727-739 (2015)
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