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An estimation-free, robust conditional value-at-risk allocation model

  • C. Jabbour
  • , J. Peña
  • , J.C. Vera
  • , L.F. Zuluaga

Research output: Contribution to journalArticleProfessional

Original languageEnglish
JournalJournal of Risk
Volume11
Issue number1
Publication statusPublished - 2008
Externally publishedYes

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