Design of Efficient Investment Portfolios with a Shortfall Probability as a Measure of Risk

V. N. Gridin, A. Yu. Golubin. Design of Efficient Investment Portfolios with a Shortfall Probability as a Measure of Risk. Automation and Remote Control, 84(4):434-442, April 2023. [doi]

Authors

V. N. Gridin

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A. Yu. Golubin

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