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1 research outputs found
Portfolio selection based on a benchmark process with dynamic value-at-risk constraints
Author
Basak
Basak
+25Â more
Chang
Chau
Cuoco
Gaivoronski
Konno
Li
Luo
Markowitz
Merton
Platen
Qingye Zhang
Rockafellar
Samuelson
Taormina
Wu
Wu
Yan Gao
Yao
Yiu
Zhang
Zhang
Zhao
Zhao
Zhou
Zhu
Publication venue
'Elsevier BV'
Publication date
Field of study
No full text
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