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~person:"Zhu, Shushang"
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Conditional Value-at-Risk
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Zhu, Shushang
Gao, Jianjun
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European journal of operational research : EJOR
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Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
;
Zhu, Shushang
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 781-789
Persistent link: https://www.econbiz.de/10012003667
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