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  Portfolio Optimization based on the Risk Minimization by the Weight-Modified CVaR vs. CVaR Method

  Writer : Fadaeinejad، Mohammad Esmaeil ؛ Asadi، Hossein ؛ Faryadras، Mohammad Javad ؛ Corresponding Author : Vaziri، Mohamad Taghi ؛

  Journal:Iranian Journal of Finance»Spring 2022, Volume 6 - Number 2 ، ب (Ministry of Science (‎25 page(s) - From 70 to 94 )

  Keywords:portfolio optimizationConditional Value at Risk (CVaR)Smoothly-clipped absolute deviation (SCAD) penalty function

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