"Mean-CVaR Portfolio Optimization Models based on Chance Theory."

Souad Chennaf, Jaleleddine Ben Amor (2025)

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DOI: 10.1142/S021962202350058X

access: closed

type: Journal Article

metadata version: 2025-07-28

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Souad Chennaf, Jaleleddine Ben Amor:
Mean-CVaR Portfolio Optimization Models based on Chance Theory. Int. J. Inf. Technol. Decis. Mak. 24(4): 1067-1101 (2025)

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