Data-driven robust mean-CVaR portfolio selection under distribution ambiguity
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Publication:4628038
DOI10.1080/14697688.2018.1466057zbMath1407.91225OpenAlexW2808100825MaRDI QIDQ4628038
Zhilin Kang, Xun Li, Shu-Shang Zhu, Zhong-Fei Li
Publication date: 6 March 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2018.1466057
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