A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution (Q2341246)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution |
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A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution (English)
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23 April 2015
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conditional value-at-risk
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skewness
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asymmetric Laplace distribution
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mean-CVaR-skewness model
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