Mean-VaR portfolio optimization: A nonparametric approach

Khin Lwin, Rong Qu, Bart L MacCarthy

    Research output: Contribution to journalArticlepeer-review

    440 Downloads (Pure)

    Fingerprint

    Dive into the research topics of 'Mean-VaR portfolio optimization: A nonparametric approach'. Together they form a unique fingerprint.

    Keyphrases

    Computer Science

    Engineering

    Mathematics