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"Portfolio optimization with entropic value-at-risk."

Amir Ahmadi-Javid, Malihe Fallah-Tafti (2019)

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DOI: 10.1016/J.EJOR.2019.02.007

access: closed

type: Journal Article

metadata version: 2023-03-21

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Amir Ahmadi-Javid, Malihe Fallah-Tafti:
Portfolio optimization with entropic value-at-risk. Eur. J. Oper. Res. 279(1): 225-241 (2019)

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