Robust Portfolio Optimization under Interval-valued Conditional Value-at-Risk (CVaR) Criterion in the Tehran Stock Exchange
Objective Ever since Harry Markowitz's groundbreaking paper on the mean-variance model was published in 1952, numerous efforts have been dedicated to exploring the applications and advancements of classical models. Following the development of financial markets, active portfolio optimization has bec...
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| Автори: | , , |
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| Формат: | Artigo |
| Мова: | Persa |
| Опубліковано: |
University of Tehran
2023-09-01
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| Серія: | تحقیقات مالی |
| Предмети: | |
| Онлайн доступ: | https://jfr.ut.ac.ir/article_94423_ffba9dfad526eb30f118e8962230d941.pdf |
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