The Mean-CVaR Model for Portfolio Optimization Using a Multi-Objective Approach and the Kalai-Smorodinsky Solution

Publisher: Edp Sciences

E-ISSN: 2261-236x|105|issue|00010-00010

ISSN: 2261-236x

Source: MATEC Web of conference, Vol.105, Iss.issue, 2017-04, pp. : 00010-00010

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Abstract