A Mean-VaR Portfolio Selection Model based on Nonparametric Kernel Estimation Method
HUANG Jin-bo1, LI Zhong-fei2, DING Jie1
1. School of Finance, Guangdong University of Finance & Economics, Guangzhou 510320, China;
2. Sun Yat-Sen Business School, Sun Yat-Sen Universtiy, Guangzhou 510275, China
HUANG Jin-bo, LI Zhong-fei, DING Jie. A Mean-VaR Portfolio Selection Model based on Nonparametric Kernel Estimation Method[J]. Chinese Journal of Management Science, 0, (): 1-10.