A cost-effective approach to portfolio construction with range-based risk measures
Author:
Affiliation:
1. School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore, Singapore
Funder
Ministry of Education
Nanyang Technological University
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/14697688.2020.1781237
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