Mean-VaR portfolio optimization: A nonparametric approach

Khin Lwin, Rong Qu, Bart L. MacCarthy. Mean-VaR portfolio optimization: A nonparametric approach. European Journal of Operational Research, 260(2):751-766, 2017. [doi]

Authors

Khin Lwin

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Rong Qu

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Bart L. MacCarthy

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