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~isPartOf:"Applied economics"
~isPartOf:"Review of quantitative finance and accounting"
~person:"Fabozzi, Frank J."
~subject:"Conditional value-at-risk (CVaR)"
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Conditional value-at-risk (CVaR)
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Review of quantitative finance and accounting
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Portfolio revision under mean-variance and mean-CVaR with transaction costs
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Review of quantitative finance and accounting
39
(
2012
)
4
,
pp. 509-526
Persistent link: https://www.econbiz.de/10009690387
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