Multitrend Conditional Value at Risk for Portfolio Optimization.

Lai ZR, Li C, Wu X, Guan Q, Fang L

Open source

DOI
10.1109/tnnls.2022.3183891
Published
2024 Feb
Container
IEEE transactions on neural networks and learning systems
Publisher
Not recorded
Open access
unknown

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BibTeX

@article{allodium:10.1109/tnnls.2022.3183891,
  title = {Multitrend Conditional Value at Risk for Portfolio Optimization.},
  author = {Lai ZR and Li C and Wu X and Guan Q and Fang L},
  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  - Lai ZR
AU  - Li C
AU  - Wu X
AU  - Guan Q
AU  - Fang L
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

ZR, L., C, L., X, W., Q, G., & L, F. (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

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