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Mixed Integer Programming formulation of the optimal mean/Expected Shortfall portfolio problem

Authors
김현준
Issue Date
3-Nov-2017
URI
https://scholarworks.bwise.kr/erica/handle/2021.sw.erica/118116
Place
KAIST, Deajeon, Korea
Conference Name
2017 Fall Conference of KIIE
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COLLEGE OF ENGINEERING SCIENCES > DEPARTMENT OF INDUSTRIAL & MANAGEMENT ENGINEERING > 2. Conference Papers

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Kim, Hyunjoon
ERICA 공학대학 (DEPARTMENT OF INDUSTRIAL & MANAGEMENT ENGINEERING)
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