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"Time-consistent and self-coordination strategies for multi-period ..."
Xiangyu Cui et al. (2019)
- Xiangyu Cui, Jianjun Gao, Yun Shi
, Shushang Zhu:
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection. Eur. J. Oper. Res. 276(2): 781-789 (2019)
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