Table of Contents
ISRN Applied Mathematics
Volume 2013 (2013), Article ID 570950, 9 pages
http://dx.doi.org/10.1155/2013/570950
Research Article

CVaR Robust Mean-CVaR Portfolio Optimization

Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Guilan, Namjoo Street, P.O. Box 1914, Rasht, Iran

Received 16 July 2013; Accepted 16 August 2013

Academic Editors: X. Liu and Q. Song

Copyright © 2013 Maziar Salahi et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Maziar Salahi, Farshid Mehrdoust, and Farzaneh Piri, “CVaR Robust Mean-CVaR Portfolio Optimization,” ISRN Applied Mathematics, vol. 2013, Article ID 570950, 9 pages, 2013. doi:10.1155/2013/570950