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Two-stage portfolio optimization with higher-order conditional measures of risk |
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| Authors: | Sıtkı Gülten Andrzej Ruszczyński |
| Affiliation: | 1. Department of Management Science and Information Systems, Rutgers University, 1 Washington Park, Newark, NJ, 07102, USA 2. Department of Management Science and Information Systems, Rutgers University, 94 Rockefeller Road, Piscataway, NJ, 08854, USA |
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