"Time-consistent and self-coordination strategies for multi-period ..."

Xiangyu Cui et al. (2019)

> Home

Details and statistics

DOI: 10.1016/J.EJOR.2019.01.045

access: closed

type: Journal Article

metadata version: 2020-03-11

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/eor/CuiGSZ19
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/CuiGSZ19
Xiangyu Cui, Jianjun Gao, Yun Shi, Shushang Zhu:
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection. Eur. J. Oper. Res. 276(2): 781-789 (2019)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.