康志林
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Paper Publications
Data driven robust mean-CVaR portfolio selection under distribution ambiguity
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Affiliation of Author(s):数学科学学院

Journal:QUANTITATIVE FINANCE

Funded by:无项目依托

Indexed by:Journal paper

Translation or Not:no

Date of Publication:2019-01-02

First Author:KZL

Co-author:李仲飞

Correspondence Author:李迅,朱书尚

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Associate professor
Supervisor of Master's Candidates

Gender:Male

Education Level:博士研究生

School/Department:华侨大学经济与金融学院

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Discipline:Finance
Management Science and Engineering

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