A Theory of the Risk for Empirical CVaR with Application to Portfolio Selection
Crossref DOI link: https://doi.org/10.1007/s11424-021-1229-3
Published Online: 2021-10-26
Published Print: 2021-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Arici, Giorgio
Campi, Marco C.
Carè, Algo
Dalai, Marco
Ramponi, Federico A.
Text and Data Mining valid from 2021-10-01
Version of Record valid from 2021-10-01
Article History
Received: 29 June 2021
First Online: 26 October 2021