• 1.

  Providing an Optimal Robust Portfolio Model with Mean- CVaR Approach

  Writer : Pouraskari Jourshari، Fatemeh ؛ Seyed Nejad Fahim، Seyed Reza ؛ Corresponding Author : Khodadadi، Mohsen ؛

  Journal:Advances in Mathematical Finance and Applications»Winter 2023, Volume 8 - Issue 1 Ranking الف (Ministry of Science/ISC (‎12 page(s) - From 63 to 74 )

  Keywords:robust optimizationLinear ModelUncertainMean- CVaR

  Journal Article Download Abstract Related articles Others recommend to see

Related keywords