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.

Journal of Systems Science & Complexity ›› 2021, Vol. 34 ›› Issue (5) : 1879-1894.

PDF(752 KB)
中国科学院数学与系统科学研究院期刊网
JSSC
PDF(752 KB)
Journal of Systems Science & Complexity ›› 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

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2021, 34(5): 1879-1894 https://doi.org/10.1007/s11424-021-1229-3

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(752 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉