TY  - JOUR
AU  - Haddadi, Mohammad reza
AU  - jalili kamju, seyed parviz
AU  - goodarzi dahrizi, sara
TI  - Optimal Portfolio Diversification Strategy Using WCVaR Risk Criteria and Its Comparison with Monte Carlo Method
JO  - Financial Engineering and Portfolio Management
VL  - 11
IS  - 45
SP  - 101
EP  - 126
PY  - 2020
DO  - 
ER  -