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Valentyn Khokhlov · Study
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Valentyn Khokhlov
1 works
· latest 2019
· 1 institutions
cluster: provisional
ORCID 0000-0002-2003-4000
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Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation
2019 · 75 citations
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Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation
Annals of Operations Research
·
2019
·
2 authors
·
Open access
75
citations