Mean-AVaR based portfolio balanced analysis

MaRDI QIDQ3518100zbMATH OpenFDO

Authors Shang-hu Wang, Chongqi Zhang

Publication date 6 August 2008

zbMATH Keywords

average risk valueportfoliorisk value

Mathematics Subject Classification ID

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• scientific article; zbMATH DE number 1791744 (Why is no real title available?)

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