Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
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]
Possibly Related PublicationsThe following publications are possibly variants of this publication: An algorithm for portfolio selection in a frictional marketMingming Liu, Yan Gao. amc, 182(2):1629-1638, 2006. [doi] A minimax rule for portfolio selection in frictional marketsShouyang Wang, Y. Yamamoto, Mei Yu. mmor, 57(1):141-155, 2003. [doi]
The following publications are possibly variants of this publication: