Mahnaz Manteqipour. Incorporating statistical distribution in loss and gain functions in CVaR robust mean-variance portfolios. In Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012. pages 1-5, IEEE, 2012. [doi]
@inproceedings{Manteqipour12,
title = {Incorporating statistical distribution in loss and gain functions in CVaR robust mean-variance portfolios},
author = {Mahnaz Manteqipour},
year = {2012},
doi = {10.1109/CIFEr.2012.6327820},
url = {http://dx.doi.org/10.1109/CIFEr.2012.6327820},
researchr = {https://researchr.org/publication/Manteqipour12},
cites = {0},
citedby = {0},
pages = {1-5},
booktitle = {Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012},
publisher = {IEEE},
isbn = {978-1-4673-1802-0},
}