"Pension Fund Asset Allocation: A Mean-Variance Model with CVaR Constraints."

Yibing Chen, Xiaolei Sun, Jianping Li (2017)

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DOI: 10.1016/J.PROCS.2017.05.130

access: closed

type: Conference or Workshop Paper

metadata version: 2020-01-23

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Yibing Chen, Xiaolei Sun, Jianping Li:
Pension Fund Asset Allocation: A Mean-Variance Model with CVaR Constraints. ICCS 2017: 1302-1307

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