Mean-Reverting Portfolio Optimization via a Surrogate Risk Measure - Conditional Desirability Value at Risk
Autor: | İ. İlkay Boduroğlu, Bartu Köksal |
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Rok vydání: | 2021 |
Zdroj: | Advances in Systems Engineering ISBN: 9783030926038 |
DOI: | 10.1007/978-3-030-92604-5_14 |
Databáze: | OpenAIRE |
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