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Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean–variance mixture models

Crossref DOI link: https://doi.org/10.1007/s10479-023-05396-1

Published Online: 2023-05-30

Published Print: 2024-05

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

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