# A cost-effective approach to portfolio construction with range-based risk measures

> Research article (Quantitative Finance, 2020) · cited 14× · AI/ML

**Wikidata**: [openalex:W3046049079](https://www.wikidata.org/wiki/openalex:W3046049079)  
**Source**: https://4ort.xyz/entity/a-cost-effective-approach-to-portfolio-construction-with-range-based-risk-measures