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"Preference robust models in multivariate utility-based shortfall risk ..."

Yuan Zhang, Huifu Xu, Wei Wang (2022)

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DOI: 10.1080/10556788.2020.1827255

access: closed

type: Journal Article

metadata version: 2022-12-06

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Yuan Zhang, Huifu Xu, Wei Wang:
Preference robust models in multivariate utility-based shortfall risk minimization. Optim. Methods Softw. 37(2): 712-752 (2022)

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