Dazhi Wang, Yanhua Chen, Hongfeng Wang, Min Huang. Formulation of the Non-Parametric Value at Risk Portfolio Selection Problem Considering Symmetry. Symmetry, 12(10):1639, 2020. [doi]
@article{WangCWH20-0,
title = {Formulation of the Non-Parametric Value at Risk Portfolio Selection Problem Considering Symmetry},
author = {Dazhi Wang and Yanhua Chen and Hongfeng Wang and Min Huang},
year = {2020},
doi = {10.3390/sym12101639},
url = {https://doi.org/10.3390/sym12101639},
researchr = {https://researchr.org/publication/WangCWH20-0},
cites = {0},
citedby = {0},
journal = {Symmetry},
volume = {12},
number = {10},
pages = {1639},
}