Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique

Tahereh Khodamoradi, Maziar Salahi. Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique. Comput. Stat., 38(2):1023-1040, June 2023. [doi]

Authors

Tahereh Khodamoradi

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Maziar Salahi

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