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"Time-consistent and self-coordination strategies for multi-period ..."

Xiangyu Cui et al. (2019)

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DOI: 10.1016/J.EJOR.2019.01.045

access: closed

type: Journal Article

metadata version: 2020-03-11

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  dblp key:
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  - https://dblp.org/rec/journals/eor/CuiGSZ19
Xiangyu Cui, Jianjun Gao, Yun Shi, Shushang Zhu:
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection. Eur. J. Oper. Res. 276(2): 781-789 (2019)

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