Mean-VaR Portfolio: An Empirical Analysis of Price Forecasting of the Shanghai and Shenzhen Stock Markets

Ximei Liu, Zahid Latif, Daoqi Xiong, Sehrish Khan Saddozai, Kaif Ul Wara. Mean-VaR Portfolio: An Empirical Analysis of Price Forecasting of the Shanghai and Shenzhen Stock Markets. JIPS, 15(5):1201-1210, 2019. [doi]

Abstract

Abstract is missing.