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Risk aggregation with FGM copulas
Blier-Wong, Christopher, (2023)
Probabilistic constrained optimization : methodology and applications
Uryasev, Stan, (2000)
Bayesian inference and portfolio efficiency
Kandel, Shmuel, (1993)
Deterministic portfolio selection models, selection bias and an unlikely hero
Phillips, Herbert E., (2008)
CAPM, valuation of firms, and financial leverage
Naranyanaswamy, C. R., (1987)
The new Pythagoreans : metaphysical mathematics in finance
McGoun, Elton G., (1994)