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Cagatay Karan
Publication Activity (10 Years)
Years Active: 2018-2018
Publications (10 Years): 1
Top Topics
Computational Models
Closed Form
Theoretical Framework
Formal Model
Top Venues
Oper. Res. Lett.
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Publications
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Tao Pang
,
Cagatay Karan
A closed-form solution of the Black-Litterman model with conditional value at risk.
Oper. Res. Lett.
46 (1) (2018)