"Mean-VaR portfolio optimization: A nonparametric approach."

Khin Lwin, Rong Qu, Bart L. MacCarthy (2017)

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DOI: 10.1016/J.EJOR.2017.01.005

access: closed

type: Journal Article

metadata version: 2020-02-21

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Khin Lwin, Rong Qu, Bart L. MacCarthy:
Mean-VaR portfolio optimization: A nonparametric approach. Eur. J. Oper. Res. 260(2): 751-766 (2017)

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