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"Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on ..."

Nuerxiati Abudurexiti et al. (2024)

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DOI: 10.1007/S10479-023-05396-1

access: closed

type: Journal Article

metadata version: 2024-06-08

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Nuerxiati Abudurexiti, Kai He, Dongdong Hu, Svetlozar T. Rachev, Hasanjan Sayit, Ruoyu Sun:
Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models. Ann. Oper. Res. 336(1-2): 945-966 (2024)

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