CVaR optimization for portfolios in Python
收藏GRO.data2025-01-01 更新2026-04-17 收录
下载链接：
https://data.goettingen-research-online.de/citation?persistentId=doi:10.25625/S1LLYS
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资源简介：
A python code, which finds an optimal portfolio by minimizing the Conditional Value-at-Risk (CVaR) as an alternative to the classical mean-variance-approach
创建时间：
2025-01-01
