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  Mean-standard deviation-conditional value-at-risk portfolio optimization

  Writer : Salahi، Maziar ؛ Khodamoradi، Tahereh ؛ Hamdi، Abdelouahed ؛

  Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2023, Volume 3 - Number 1 (‎16 page(s) - From 83 to 98 )

  Keywords:portfolio optimizationStandard DeviationMean-CVaR model

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