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[vol47 no3] A Linearization of the Portfolio Optimization Problem with General Risk Measures Under Multivariate Condition Heteroskedastic Models

작성자 : 관리자
조회수 : 302
게시일 : 2018-07-02

Author : Shih-Feng Huang, Tze-Yun Lin
 http://wileyonlinelibrary.com/journal/apjfs

 

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