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Adam Krzemienowski
Information about the author Adam Krzemienowski will soon be added to the site.
Found
2 papers
in total
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Risk preference modeling with conditional average: an application to portfolio optimization
2009
The paper introduces a new risk measure called Conditional Average (CAVG), which was...
On extending the linear programming computable risk measures to account downside risk
2005
A mathematical model of portfolio optimization is usually quantified with mean-risk...
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