Optimal Dynamic Portfolio with Mean-CVaR Criterion

Author: Li Jing   Xu Mingxin  

Publisher: MDPI

E-ISSN: 2227-9091|1|3|119-147

ISSN: 2227-9091

Source: Risks, Vol.1, Iss.3, 2013-11, pp. : 119-147

Access to resources Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract