"Incorporating statistical distribution in loss and gain functions in CVaR ..."

Mahnaz Manteqipour (2012)

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DOI: 10.1109/CIFER.2012.6327820

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Mahnaz Manteqipour:
Incorporating statistical distribution in loss and gain functions in CVaR robust mean-variance portfolios. CIFEr 2012: 1-5

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