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Иш: Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part I - EB
Mean-Variance-Skewness-Kurtosis-based Portfolio Optimization
Kin Keung Lai, Lean Yu, Shouyang Wang
Мақола20063 иқтибосABISecond-Order Lower Bounds on the Expectation of a Convex Function
Steftcho Dokov, David P. Morton
Мақола20052 иқтибосABI