"A Novel Hybrid Algorithm for Mean-CVaR Portfolio Selection with Real-World ..."

Quande Qin, Li Li, Shi Cheng (2014)

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DOI: 10.1007/978-3-319-11897-0_38

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-23

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Quande Qin, Li Li, Shi Cheng:
A Novel Hybrid Algorithm for Mean-CVaR Portfolio Selection with Real-World Constraints. ICSI (2) 2014: 319-327

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