Mean-VaR portfolio optimization: A nonparametric approach

European Journal of Operational Research 2017 / 07 Vol. 260; Iss. 2

Mean-VaR portfolio optimization: A nonparametric approach

Lwin, Khin T., Qu, Rong, MacCarthy, Bart L.
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Volume:
260
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2017.01.005
Date:
July, 2017
File:
PDF, 4.93 MB
english, 2017
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