Terra Cognita

Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models

CC-BY mirrored here arxiv 2021

Nuerxiati Abudurexiti, Kai He, Dongdong Hu, Svetlozar T. Rachev, Hasanjan Sayit, Ruoyu Sun

arXiv preprint (q-fin.PM, q-fin.MF).

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