Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk
Crossref DOI link: https://doi.org/10.1057/s41283-018-0043-2
Published Online: 2018-08-27
Published Print: 2019-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Guo, Xu
Chan, Raymond H.
Wong, Wing-Keung
Zhu, Lixing
Text and Data Mining valid from 2018-08-27
Article History
First Online: 27 August 2018