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Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk
Guo Xu, Wing-Keung Wong and Lixing Zhu
MPRA Paper from University Library of Munich, Germany
Read abstract and download full text files (if available) at EconPapers

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Access Statistics for the working paper
Month Downloads Abstract Views 
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Statistics updated 2025-09-04