default search action

combined dblp search
author search
venue search
publication search

ask others

"Growth-Optimal Portfolio Selection under CVaR Constraints."

Guy Uziel, Ran El-Yaniv (2017)

> Home

Details and statistics

DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

- view
  - electronic edition @ arxiv.org (open access)
- export record
  dblp key:
  - journals/corr/UzielE17a
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/corr/UzielE17a
Guy Uziel, Ran El-Yaniv:
Growth-Optimal Portfolio Selection under CVaR Constraints. CoRR abs/1705.09800 (2017)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.