Incorporating statistical distribution in loss and gain functions in CVaR robust mean-variance portfolios.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/conf/cifer/Manteqipour12
Home
|
Example Publications
Property
Value
dcterms:
bibliographicCitation
<
http://dblp.uni-trier.de/rec/bibtex/conf/cifer/Manteqipour12
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Mahnaz_Manteqipour
>
foaf:
homepage
<
http://dx.doi.org/doi.org%2F10.1109%2FCIFEr.2012.6327820
>
foaf:
homepage
<
https://doi.org/10.1109/CIFEr.2012.6327820
>
dc:
identifier
DBLP conf/cifer/Manteqipour12
(xsd:string)
dc:
identifier
DOI doi.org%2F10.1109%2FCIFEr.2012.6327820
(xsd:string)
dcterms:
issued
2012
(xsd:gYear)
rdfs:
label
Incorporating statistical distribution in loss and gain functions in CVaR robust mean-variance portfolios.
(xsd:string)
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Mahnaz_Manteqipour
>
swrc:
pages
1-5
(xsd:string)
dcterms:
partOf
<
https://dblp.l3s.de/d2r/resource/publications/conf/cifer/2012
>
owl:
sameAs
<
http://bibsonomy.org/uri/bibtexkey/conf/cifer/Manteqipour12/dblp
>
owl:
sameAs
<
http://dblp.rkbexplorer.com/id/conf/cifer/Manteqipour12
>
rdfs:
seeAlso
<
http://dblp.uni-trier.de/db/conf/cifer/cifer2012.html#Manteqipour12
>
rdfs:
seeAlso
<
https://doi.org/10.1109/CIFEr.2012.6327820
>
swrc:
series
<
https://dblp.l3s.de/d2r/resource/conferences/cifer
>
dc:
title
Incorporating statistical distribution in loss and gain functions in CVaR robust mean-variance portfolios.
(xsd:string)
dc:
type
<
http://purl.org/dc/dcmitype/Text
>
rdf:
type
swrc:InProceedings
rdf:
type
foaf:Document