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Journal Articles Journal of Banking and Finance Year : 2008

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hal-03676385 , version 1 (23-05-2022)

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Alexandre Adam, Mohamed Houkari, Jean-Paul Laurent. Spectral risk measures and portfolio selection. Journal of Banking and Finance, 2008, 32 (9), pp.1870-1882. ⟨10.1016/j.jbankfin.2007.12.032⟩. ⟨hal-03676385⟩

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