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 ha...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2023-09-01
|
| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_94423_ffba9dfad526eb30f118e8962230d941.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|