Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996): Difference between revisions

@@ Property / author @@
+Jian-Jun Gao
@@ Property / author: Jian-Jun Gao / rank @@
+Normal rank
@@ Property / author @@
+Shu-Shang Zhu
@@ Property / author: Shu-Shang Zhu / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2019.01.045
+Normal rank
@@ Property / OpenAlex ID @@
+W2911772153
@@ Property / OpenAlex ID: W2911772153 / rank @@
+Normal rank
@@ Property / cites work @@
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@@ Property / Wikidata QID @@
+Q128456051
@@ Property / Wikidata QID: Q128456051 / rank @@
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