Journals
Publish with us
Publishing partnerships
About us
Blog
Mathematical Problems in Engineering
Journal overview
For authors
For reviewers
For editors
Table of Contents
Special Issues
Mathematical Problems in Engineering
/
2020
/
Article
/
Fig 6
/
Research Article
Stable Portfolio Selection Strategy for Mean-Variance-CVaR Model under High-Dimensional Scenarios
Figure 6
Accumulated return in out-of-sample period. (a) Different model with
ā=ā0.5. (b) Model
with different
.
(a)
(b)