An Uncertain Mean-AVaR Portfolio Selection via an Artificial Neural Network Scheme

Fatemeh Talebi, Alireza Nazemi, Abdolmajid Abdolbaghi Ataabadi. An Uncertain Mean-AVaR Portfolio Selection via an Artificial Neural Network Scheme. International Journal of Information Technology and Decision Making, 23(2):783-823, March 2024. [doi]

Abstract

Abstract is missing.