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Optimal portfolio construction with fuzzy least square support vector machines and conditional value-at-risk: a risk-adjusted approach

Simrandeep Kaur, Arti Singh, Abha Aggarwal. Optimal portfolio construction with fuzzy least square support vector machines and conditional value-at-risk: a risk-adjusted approach. Int. J. Systems Assurance Engineering and Management, 17(4):1072-1106, April 2026. [doi]

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