Portfolio optimization with two quasiconvex risk measures
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Published:2021-03-26
Issue:2
Volume:45
Page:695-717
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ISSN:1303-6149
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Container-title:TURKISH JOURNAL OF MATHEMATICS
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language:
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Short-container-title:Turk J Math
Publisher
The Scientific and Technological Research Council of Turkey (TUBITAK-ULAKBIM)
Subject
General Mathematics