Portfolio selection models based on interval-valued conditional value at risk (ICVaR) and empirical analysis
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CWA-2022-02-21 (Central and Western Asia)
- NEP-FMK-2022-02-21 (Financial Markets)
- NEP-RMG-2022-02-21 (Risk Management)
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