"Taming Tail Risk: Regularized Multiple β Worst-Case CVaR Portfolio."

Kei Nakagawa, Katsuya Ito (2021)

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DOI: 10.3390/SYM13060922

access: open

type: Journal Article

metadata version: 2021-07-29

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Kei Nakagawa, Katsuya Ito:
Taming Tail Risk: Regularized Multiple β Worst-Case CVaR Portfolio. Symmetry 13(6): 922 (2021)

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