The Optimal Portfolio Model Based on Mean-CVaR

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
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"The Optimal Portfolio Model Based on Mean-CVaR"
written by Xing Yu, Hongguo Sun, Guohua Chen,
published by Journal of Mathematical Finance, Vol.1 No.3, 2011

has been cited by the following article(s):

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