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Portfolio construction and risk budgeting
Scherer, Bernd, (2004)
Systemic risk-driven portfolio selection
Capponi, Agostino, (2022)
Default option, risk-aversion and household borrowing behaviour
Größl, Ingrid, (2007)
Minimising operational risk in portfolio allocation decisions
Fernandes, José Luiz Barros, (2009)
Yes, the choice of performance measure does matter for ranking of USs mutual funds
Ornelas, José Renato Haas, (2012)
Combining equilibrium, resampling, and analyst's views in portfolio optimization
Fernandes, José Luiz Barros, (2012)