دورية أكاديمية
Mean-Variance-VaR portfolios: MIQP formulation and performance analysis
| العنوان: | Mean-Variance-VaR portfolios: MIQP formulation and performance analysis |
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| المؤلفون: | Cesarone, FrancescoAff1, IDs0029102300719x_cor1, Martino, Manuel L., Tardella, Fabio |
| المصدر: | OR Spectrum: Quantitative Approaches in Management. 45(3):1043-1069 |
| قاعدة البيانات: | Springer Nature Journals |
Find this article in full text from Springer Verlag. 
Full Text Finder | تدمد: | 01716468 14366304 |
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| DOI: | 10.1007/s00291-023-00719-x |