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Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean–variance mixture models
Nuerxiati Abudurexiti, Kai He, Dongdong Hu, Svetlozar T. Rachev, Hasanjan Sayit*, Ruoyu Sun
*Corresponding author for this work
Research output: Contribution to journal › Article › peer-review
3
Citations
(Scopus)