A Theory of the Risk for Empirical CVaR with Application to Portfolio Selection

ARICI Giorgio · CAMPI Marco C. · CAR`E Algo · DALAI Marco · RAMPONI Federico A.

系统科学与复杂性(英文) ›› 2021, Vol. 34 ›› Issue (5) : 1879-1894.

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系统科学与复杂性(英文) ›› 2021, Vol. 34 ›› Issue (5) : 1879-1894. DOI: 10.1007/s11424-021-1229-3

A Theory of the Risk for Empirical CVaR with Application to Portfolio Selection

    ARICI Giorgio · CAMPI Marco C. · CAR`E Algo · DALAI Marco · RAMPONI Federico A.
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A Theory of the Risk for Empirical CVaR with Application to Portfolio Selection

    ARICI Giorgio · CAMPI Marco C. · CAR`E Algo · DALAI Marco · RAMPONI Federico A.
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2021, 34(5): 1879-1894 https://doi.org/10.1007/s11424-021-1229-3
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2021, 34(5): 1879-1894 https://doi.org/10.1007/s11424-021-1229-3
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