On the feasibility of portfolio optimization under expected shortfall
Authors:
Stefano Ciliberti a;
Imre Kondor b;
Marc M
zard a
zard a
| Affiliations: | a CNRS, Orsay Cedex F-91405, France |
| b Collegium Budapest, 1014 Budapest, Hungary |
DOI:
10.1080/14697680701422089
Publication Frequency:
8 issues per year
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