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6

ANOR
2007

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Conditional value at risk and related linear programming models for portfolio optimization

13 years 4 months ago

Conditional value at risk and related linear programming models for portfolio optimization

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Renata Mansini, Wlodzimierz Ogryczak, Maria Grazia

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Added	08 Dec 2010
Updated	08 Dec 2010
Type	Journal
Year	2007
Where	ANOR
Authors	Renata Mansini, Wlodzimierz Ogryczak, Maria Grazia Speranza

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