"Improved Conditional Value-at-Risk (CVaR) Based Method for Diversified ..."

Nor Idayu Mat Rifin et al. (2018)

> Home

Details and statistics

DOI: 10.1007/978-981-13-3441-2_12

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-21

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/scds/RifinOAI18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/scds/RifinOAI18
Nor Idayu Mat Rifin, Nuru'l-'Izzah Othman, Shahirulliza Shamsul Ambia, Rashidah Ismail:
Improved Conditional Value-at-Risk (CVaR) Based Method for Diversified Bond Portfolio Optimization. SCDS 2018: 149-160

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.