@article{nasini:hal-03474727, TITLE = {{Multi-market portfolio optimization with conditional value at risk}}, AUTHOR = {Nasini, Stefano and Labb{\'e}, Martine and Brotcorne, Luce}, URL = {https://inria.hal.science/hal-03474727}, JOURNAL = {{European Journal of Operational Research}}, PUBLISHER = {{Elsevier}}, YEAR = {2021}, MONTH = Oct, DOI = {10.1016/j.ejor.2021.10.010}, HAL_ID = {hal-03474727}, HAL_VERSION = {v1}, }