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Sparse Extended Mean-Variance-CVaR Portfolios with Short-selling

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Mousavi, Ahmad, Salahi, Maziar, Boukouvalas, Zois
Formato:	Preprint
Publicado:	2024
Materias:	Optimization and Control
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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