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On the feasibility of portfolio optimization under expected shortfall [journal article]
Source: Quantitative Finance, 7 (2007) 4. p.389-396
Hits 1-1 within 1 documents
Author(s): Ciliberti, Stefano; Kondor, Imre; Mézard, Marc
Source: Quantitative Finance, 7 (2007) 4. p.389-396