# A Comparative Study of Mean-Variance and Mean Gini Portfolio Selection Using VaR and CVaR

> Research article (Journal of Financial Risk Management, 2015) · cited 11× · AI/ML

**Wikidata**: [openalex:W1558279265](https://www.wikidata.org/wiki/openalex:W1558279265)  
**Source**: https://4ort.xyz/entity/a-comparative-study-of-mean-variance-and-mean-gini-portfolio-selection-using-var-and-cvar
