A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution
Crossref DOI link: https://doi.org/10.1007/s10479-014-1654-y
Published Online: 2014-06-21
Published Print: 2015-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhao, Shangmei
Lu, Qing
Han, Liyan
Liu, Yong
Hu, Fei
Text and Data Mining valid from 2014-06-21