CVaR-cardinality enhanced indexation optimization with tunable short-selling constraints
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Title of Paper:CVaR-cardinality enhanced indexation optimization with tunable short-selling constraints
Journal:Applied Economics Letters
Indexed by:Journal paper
Document Type:J
Volume:28
Issue:3
Page Number:201-207
Translation or Not:no
Date of Publication:2021-03-19
Included Journals:SSCI