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The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems

Mathematical ProgrammingPortfolio OptimizationComputational FinanceAsset PricingStochastic OptimizationCarbon PricingMinimum-cvar StrategyManagementBusinessEconometricsSemi-parametric EstimationFinancial EngineeringCarbon MarketFinanceFinancial Mathematics