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2018•SSRN Electronic JournalOpen access

Does Mean-CVaR Outperform Mean-Variance? Theoretical and Practical Perspectives

Linh Hoang Nguyen, Linh Xuan Diep Nguyen, Emmanuel Afolabi Adegbite

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Key concepts: CVAR, Perspective (graphical), Variance (accounting), Econometrics, Statistics, Mathematics, Economics, Computer science

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