MULTI-PERIODS MULTIOBJECTIVE CONDITIONAL VALUE-AT-RISK MODEL

JIANG Min;MENG Zhiqing

Journal of Systems Science and Mathematical Sciences ›› 2011, Vol. 31 ›› Issue (4) : 414-428.

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Journal of Systems Science and Mathematical Sciences ›› 2011, Vol. 31 ›› Issue (4) : 414-428. DOI: 10.12341/jssms10374
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MULTI-PERIODS MULTIOBJECTIVE CONDITIONAL VALUE-AT-RISK MODEL

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