"A mean-CVaR-skewness portfolio optimization model based on asymmetric ..."

Shangmei Zhao et al. (2015)

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DOI: 10.1007/S10479-014-1654-Y

access: closed

type: Journal Article

metadata version: 2020-08-13

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Shangmei Zhao, Qing Lu, Liyan Han, Yong Liu, Fei Hu:
A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution. Ann. Oper. Res. 226(1): 727-739 (2015)

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