"Portfolio Selection with Multiple Spectral Risk Constraints."

Carlos Abad, Garud Iyengar (2015)

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DOI: 10.1137/140967635

access: closed

type: Journal Article

metadata version: 2017-05-17

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Carlos Abad, Garud Iyengar:
Portfolio Selection with Multiple Spectral Risk Constraints. SIAM J. Financial Math. 6(1): 467-486 (2015)

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