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Nuerxiati Abudurexiti
Publication Activity (10 Years)
Years Active: 2024-2024
Publications (10 Years): 1
Top Topics
Portfolio Management
Risk Measures
Portfolio Optimization
Mixture Modeling
Top Venues
Ann. Oper. Res.
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Publications
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Nuerxiati Abudurexiti
,
Kai He
,
Dongdong Hu
,
Svetlozar T. Rachev
,
Hasanjan Sayit
,
Ruoyu Sun
Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models.
Ann. Oper. Res.
336 (1-2) (2024)