Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique
Crossref DOI link: https://doi.org/10.1007/s00180-022-01263-y
Published Online: 2022-07-30
Published Print: 2023-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Khodamoradi, Tahereh
Salahi, Maziar
Text and Data Mining valid from 2022-07-30
Version of Record valid from 2022-07-30
Article History
Received: 15 December 2021
Accepted: 11 July 2022
First Online: 30 July 2022