Stochastic portfolio optimization: A regret-based approach on volatility risk measures: An empirical evidence from

AmirMohammad Larni-Fooeik1, Seyed Jafar Sadjadi1, Emran Mohammadi1

  • 1School of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran.

Plos One
|April 22, 2024
PubMed

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