Cite
HARVARD Citation
Tang, L. et al. (2014). A Closed-Form Solution for Robust Portfolio Selection with Worst-Case CVaR Risk Measure. Mathematical problems in engineering. p. . [Online].
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Tang, L. et al. (2014). A Closed-Form Solution for Robust Portfolio Selection with Worst-Case CVaR Risk Measure. Mathematical problems in engineering. p. . [Online].