A Method of Optimal Investment with Stage-by-Stage Conditional Value at Risk (CVaR) Constraints and Known Parameters of Return Vectors
Crossref DOI link: https://doi.org/10.1134/S0005117924700383
Published Online: 2025-02-05
Published Print: 2024-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Golubin, A. Y.
Gridin, V. N.
Smirnov, D. S.
Bulgakov, S. A.
Text and Data Mining valid from 2024-12-01
Version of Record valid from 2024-12-01
Article History
Received: 13 February 2024
Revised: 30 September 2024
Accepted: 9 October 2024
First Online: 5 February 2025