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"Building Efficient Frontier by CVaR minimization for Non-normal Asset ..."

Kapil Agrawal (2008)

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DOI: 10.1109/CSE.2008.47

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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  - conf/cse/Agrawal08
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  - https://dblp.org/rec/conf/cse/Agrawal08
Kapil Agrawal:
Building Efficient Frontier by CVaR minimization for Non-normal Asset Returns Using Copula Theory. CSE 2008: 319-326

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