基于均值-方差混合模型的均值-CVaR和均值-CVaR-偏度准则的投资组合分析

Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean–variance mixture models

• Nuerxiati Abudurexiti
• Kai He
• Dongdong Hu
• Hasanjan Sayit 通讯
• Ruoyu Sun
• Svetlozar T. Rachev