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Journal Articles European Journal of Operational Research Year : 2021

Multi-market portfolio optimization with conditional value at risk

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hal-03474727 , version 1 (10-12-2021)

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Stefano Nasini, Martine Labbé, Luce Brotcorne. Multi-market portfolio optimization with conditional value at risk. European Journal of Operational Research, In press, ⟨10.1016/j.ejor.2021.10.010⟩. ⟨hal-03474727⟩
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