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On the feasibility of portfolio optimization under expected shortfall 

Authors: Stefano Ciliberti a;  Imre Kondor b; Marc Meacutezard 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
Published in: journal Quantitative Finance, Volume 7, Issue 4 August 2007 , pages 389 - 396
Formats available: HTML (English) : PDF (English)

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