Portfolio Model Based on CVaR Under Friction Market

Yuelin Gao, Bo Wang, Xiaohui An. Portfolio Model Based on CVaR Under Friction Market. In The International Conference on E-Business and E-Government, ICEE 2010, 7-9 May 2010, Guangzhou, China, Proceedings. pages 4260-4263, IEEE, 2010. [doi]

Authors

Yuelin Gao

This author has not been identified. Look up 'Yuelin Gao' in Google

Bo Wang

This author has not been identified. Look up 'Bo Wang' in Google

Xiaohui An

This author has not been identified. Look up 'Xiaohui An' in Google