Asymptotic behavior of Mean-CVaR portfolio selection model under nonparametric framework (Q2408890): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of Mean-CVaR portfolio selection model under nonparametric framework |
scientific article |
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Asymptotic behavior of Mean-CVaR portfolio selection model under nonparametric framework (English)
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20 October 2017
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nonparametric estimation
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portfolio selection
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convex program
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asymptotic property
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