A comparison of risk measures for portfolio optimization with cardinality constraints
| Autor: | Ramos, Henrique Pinto, Righi, Marcelo Brutti, Guedes, Pablo Cristini, Müller, Fernanda Maria |
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| Zdroj: | In Expert Systems With Applications 15 October 2023 228 |
| Databáze: | ScienceDirect |
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