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Spectral risk measures and portfolio selection

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  • Adam, Alexandre
  • Houkari, Mohamed
  • Laurent, Jean-Paul

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  • Adam, Alexandre & Houkari, Mohamed & Laurent, Jean-Paul, 2008. "Spectral risk measures and portfolio selection," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1870-1882, September.
    • Handle: RePEc:eee:jbfina:v:32:y:2008:i:9:p:1870-1882
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