<i>CVaR</i> Robust Mean-<i>CVaR</i> Portfolio Optimization

<table>Composition of robust mean-<svg height="11.75" id="M254" style="vertical-align:-0.23206pt" version="1.1" viewbox="0 0 44.275002 11.75" width="44.275002" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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</svg> portfolio weights with interval uncertainty set.</table>

International Scholarly Research Notices

CVaR Robust Mean-CVaR Portfolio Optimization

Figure 4