CVaR Robust Mean-CVaR Portfolio Optimization
Work
Year: 2013
Type: article
Abstract: One of the most important problems faced by every investor is asset allocation. An investor during making investment decisions has to search for equilibrium between risk and returns. Risk and return a... more
Source: ISRN Applied Mathematics
Institution University of Guilan
Cites: 12
Cited by: 9
Related to: 10
FWCI: 0.708
Citation percentile (by year/subfield): 82.78
Field: Decision Sciences
Domain: Social Sciences
Open Access status: gold
Funder University of Guilan