A Personalized Mean-CVaR Portfolio Optimization Model for Individual Investment
Investment as an important issue in daily life is accompanied by the occurrence of various financial assets, such as stocks, bonds, and mutual funds. However, risk tolerances vary across individuals. Individual investors have to select corresponding personalized investment portfolios to satisfy thei...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2021-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2021/8863597 |