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Distortion risk measures in portfolio optimization
Author : STOYANOV Stoyan V. ; BRONSHTEIN Efim M. ; RACHEV Svetlozar T. ; FABOZZI Frank J. ; SUN Wei ; SEREDA Ekaterina N.
Publication date : 2010
Pages : 649-674
Language : English
Location : Nice Library
Faculty's books : Oui
Owner : Bibliothèque