"Dynamic mean-CVaR portfolio optimization in continuous-time."

Jianjun Gao, Yan Xiong (2013)

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DOI: 10.1109/ICCA.2013.6565128

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Jianjun Gao, Yan Xiong:
Dynamic mean-CVaR portfolio optimization in continuous-time. ICCA 2013: 1550-1555

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