Design of Efficient Investment Portfolios with a Shortfall Probability as a Measure of Risk.
| Autor: | Gridin, V. N.1 (AUTHOR) info@ditc.ras.ru, Golubin, A. Y.1,2 (AUTHOR) agolubin@hse.ru |
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| Zdroj: | Automation & Remote Control. Apr2023, Vol. 84 Issue 4, p434-442. 9p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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