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"Multi-market portfolio optimization with conditional value at risk."

Stefano Nasini, Martine Labbé, Luce Brotcorne (2022)

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DOI: 10.1016/J.EJOR.2021.10.010

access: closed

type: Journal Article

metadata version: 2022-03-15

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  - https://dblp.org/rec/journals/eor/NasiniLB22
Stefano Nasini, Martine Labbé, Luce Brotcorne:
Multi-market portfolio optimization with conditional value at risk. Eur. J. Oper. Res. 300(1): 350-365 (2022)

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