Providing an Optimal Robust Portfolio Model with Mean- CVaR Approach

Subject Areas : Financial Mathematics

Fatemeh Pouraskari Jourshari ¹ , Mohsen Khodadadi ² , Seyed Reza Seyed Nejad Fahim ³

1 - Department of Financial Engineering, Rasht Branch, Islamic Azad University, Rasht, Iran
2 - Department Of Accounting, Roudsar and Amlash Branch, Islamic Azad University, Roudsar, Iran
3 - Department of Accounting, Lahijan Branch, Islamic Azad University,Lahijan, Iran

Received: 2021-07-03 Accepted : 2021-09-04 Published : 2023-01-01

Keywords:

References:

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