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optimization of conditional value at risk.pdf

上传者: 2020-09-28 03:33:10上传 PDF文件 977.41KB 热度 19次
Rockafellar, R. , & Uryasev, S. (20 0 0). Optimization of conditional value-at-risk. Jour- nal of Risk, 2 , 21–41 .
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