Journal Articles
European Journal of Operational Research
Year : 2021
Martine Labbé : Connect in order to contact the contributor
https://inria.hal.science/hal-03474727
Submitted on : Friday, December 10, 2021-12:56:30 PM
Last modification on : Thursday, July 13, 2023-3:25:06 PM
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Stefano Nasini, Martine Labbé, Luce Brotcorne. Multi-market portfolio optimization with conditional value at risk. European Journal of Operational Research, In press, ⟨10.1016/j.ejor.2021.10.010⟩. ⟨hal-03474727⟩
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