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]
@inproceedings{GaoWA10,
title = {Portfolio Model Based on CVaR Under Friction Market},
author = {Yuelin Gao and Bo Wang and Xiaohui An},
year = {2010},
doi = {10.1109/ICEE.2010.1070},
url = {http://dx.doi.org/10.1109/ICEE.2010.1070},
tags = {rule-based},
researchr = {https://researchr.org/publication/GaoWA10},
cites = {0},
citedby = {0},
pages = {4260-4263},
booktitle = {The International Conference on E-Business and E-Government, ICEE 2010, 7-9 May 2010, Guangzhou, China, Proceedings},
publisher = {IEEE},
}