Asymptotic behavior of Mean-CVaR portfolio selection model under nonparametric framework
Crossref DOI link: https://doi.org/10.1007/s11766-017-3472-x
Published Online: 2017-03-03
Published Print: 2017-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhao, Jun
Zhang, Yi
License valid from 2017-03-01