Multitrend Conditional Value at Risk for Portfolio Optimization
- DOI
- 10.1109/tnnls.2022.3183891
- Published
- 2024-02
- Container
- IEEE Transactions on Neural Networks and Learning Systems
- Publisher
- Institute of Electrical and Electronics Engineers (IEEE)
- Open access
- unknown
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Cite this work
BibTeX
@article{allodium:10.1109/tnnls.2022.3183891,
title = {Multitrend Conditional Value at Risk for Portfolio Optimization},
author = {Zhao-Rong Lai and Cheng Li and Xiaotian Wu and Quanlong Guan and Liangda Fang},
year = {2024},
journal = {IEEE Transactions on Neural Networks and Learning Systems},
doi = {10.1109/tnnls.2022.3183891},
url = {https://doi.org/10.1109/tnnls.2022.3183891}
}RIS
TY - JOUR TI - Multitrend Conditional Value at Risk for Portfolio Optimization AU - Zhao-Rong Lai AU - Cheng Li AU - Xiaotian Wu AU - Quanlong Guan AU - Liangda Fang PY - 2024 JO - IEEE Transactions on Neural Networks and Learning Systems DO - 10.1109/tnnls.2022.3183891 UR - https://doi.org/10.1109/tnnls.2022.3183891 ER -
APA
Lai, Z., Li, C., Wu, X., Guan, Q., & Fang, L. (2024). Multitrend Conditional Value at Risk for Portfolio Optimization. IEEE Transactions on Neural Networks and Learning Systems. https://doi.org/10.1109/tnnls.2022.3183891
Source records
- crossref · retrieved 2026-09-25T12:00:56.639Z