CVaR Robust Mean-CVaR Portfolio Optimization
نویسندگان
چکیده
منابع مشابه
CVaR Robust Mean - CVaR Portfolio Optimization
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 are uncertain parameters in the suggested portfolio optimization models and should be estimated to solve theproblem. The estimation might lead to large error in the final decision. One of t...
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ژورنال
عنوان ژورنال: ISRN Applied Mathematics
سال: 2013
ISSN: 2090-5572
DOI: 10.1155/2013/570950