"A Theory of the Risk for Empirical CVaR with Application to Portfolio ..."

Giorgio Arici et al. (2021)

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DOI: 10.1007/S11424-021-1229-3

access: closed

type: Journal Article

metadata version: 2024-08-04

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Giorgio Arici, Marco C. Campi, Algo Carè, Marco Dalai, Federico A. Ramponi:
A Theory of the Risk for Empirical CVaR with Application to Portfolio Selection. J. Syst. Sci. Complex. 34(5): 1879-1894 (2021)

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