Reliability-based portfolio optimization with conditional value at risk (CVaR)
- 期刊名称Quantitative Finance
- 作者Sengupta, Raghu Nandan; Sahoo, Siddharth
- 卷第13卷
- 期第10期
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小1752.79KB
- 发表时间2013-10
- DOI10.1080/14697688.2012.754547
- 页码1637-1651
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