"Multitrend Conditional Value at Risk for Portfolio Optimization."

Zhao-Rong Lai et al. (2024)

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DOI: 10.1109/TNNLS.2022.3183891

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type: Journal Article

metadata version: 2025-02-10

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Zhao-Rong Lai, Cheng Li, Xiaotian Wu, Quanlong Guan, Liangda Fang:
Multitrend Conditional Value at Risk for Portfolio Optimization. IEEE Trans. Neural Networks Learn. Syst. 35(2): 1545-1558 (2024)

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