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Portfolio optimization with optimal expected utility risk measures

Crossref DOI link: https://doi.org/10.1007/s10479-021-04403-7

Published Online: 2021-11-22

Published Print: 2022-02

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Geissel, S. https://orcid.org/0000-0002-5892-130X
Graf, H.

Herbinger, J.

Seifried, F. T.
Funding

Funding for this research was provided by:

Hochschule Trier
License Information

Text and Data Mining valid from 2021-11-22

Version of Record valid from 2021-11-22
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Article History

Accepted: 7 September 2021

First Online: 22 November 2021