TY  - JOUR
AU  - tabibi, Mohamad ali
AU  - davoodi, sayyed mohammad reza
AU  - abdolbaghy ataabady, abdolmajid
TI  - Portfolio optimization based on parametric and nonparametric period value at risk
JO  - Financial Engineering and Portfolio Management
VL  - 13
IS  - 53
SP  - 16
EP  - 33
PY  - 2022
DO  - 
ER  -