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CVaR-LASSO Enhanced Index Replication (CLEIR): outperforming by minimizing downside risk

  • Brian Gendreau
  • , Yong Jin
  • , Mahendrarajah Nimalendran
  • , Xiaolong Zhong

Research output: Journal article publication › Journal article › Academic research › peer-review

6   Link opens in a new tab Citations (Scopus)

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