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Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz, (2016)
Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger, (2004)
Financial optimization : [in November 1989 a conference took place at The Wharton School, University of Pennsylvania on the topic of financial optimization]
Zenios, Stauros Andrea, (1995)
A market model with time-varying moments and results on Neuer Markt stock returns
Wagner, Niklas, (2001)
The Hill estimator in financial risk assessment and an application to extremal exchange rate risk
Wagner, Niklas F., (2002)
On tail index estimation and financial risk management implications
Wagner, Niklas F., (2003)