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Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models - MaRDI portal

Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models

From MaRDI portal
Publication:6549617

DOI10.1007/s10479-023-05396-1zbMATH Open1539.91116MaRDI QIDQ6549617

Dongdong Hu, Nuerxiati Abudurexiti, S. T. Rachev, Kai He, Ruoyu Sun, Hasanjan Sayit

Publication date: 4 June 2024

Published in: Annals of Operations Research (Search for Journal in Brave)






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