The Optimization of the Portfolio Selection Based on AC-CVaR Model—Evidence from China’s Privately Offering Funds

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ISSN Print: 2329-3284
ISSN Online: 2329-3292
www.scirp.org/journal/ojbm
E-mail: ojbm@scirp.org

"The Optimization of the Portfolio Selection Based on AC-CVaR Model—Evidence from China’s Privately Offering Funds"
written by Liang Ju, Naichang Yu, Manting Ma,
published by Open Journal of Business and Management, Vol.10 No.6, 2022

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