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Portfolio optimization using Mean Absolute Deviation (MAD) and Conditional Value-at-Risk (CVaR)

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Détails bibliographiques
Auteur principal:	Lucas Pelegrin da Silva
Format:	Artículo científico
Langue:	en
Publié:	Associação Brasileira de Engenharia de Produção 2017
Sujets:	Ingeniería at risk Conditional Value Portfolio optimization Brazilian stock market
Accès en ligne:	Acceder al recurso 1 Acceder al recurso 2 Acceder al recurso 3 Acceder al recurso 4 Acceder al recurso 5
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