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RePEcPortfolio & Allocation

Forex Market Jumps and Semivariances

A reliability-based design optimization framework is developed for portfolio optimization problems.

Featured in No. 2 on 1 Jun 2023 · on release day

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1 Jun 2023
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No. 2 · 1 Jun 2023
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Identifier
RePEc:cai:finpug:fina_pr_018

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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