Financial prediction with constrained tail risk
| Year of publication: |
2007
|
|---|---|
| Authors: | Trindade, A.Alexandre ; Uryasev, Stan ; Shapiro, Alexander ; Zrazhevsky, Grigory |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 31.2007, 11, p. 3524
|