Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk

By Xu Guo, Raymond H. Chan, Wing-Keung Wong, Lixing Zhu. Risk Management, 2018

58 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/16d5db792ad250243777918485cb0a84ec59e23c