Non-concave portfolio optimization with average value-at-risk
Crossref DOI link: https://doi.org/10.1007/s11579-023-00332-0
Published Online: 2023-03-04
Published Print: 2023-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhang, Fangyuan https://orcid.org/0000-0001-7426-5798
Text and Data Mining valid from 2023-03-04
Version of Record valid from 2023-03-04
Article History
Received: 3 June 2022
Accepted: 13 February 2023
First Online: 4 March 2023