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Solving the value-at-risk minimisation model with linear programming techniques
Xu, Chunhui, (2016)
Basis- und Faktorportfolios : Risikofaktoren als Grundlage im Investitionsprozeß
Häfliger, Thomas, (1998)
Methoden zur externen Messung der Performance von Aktienportfolios
Jäger, Lars, (2003)
Portfolio characterization of risk aversion
Werner, Jan, (1992)
A shrinkage approach to model uncertainty and asset allocation
Wang, Zhenyu, (2005)
Assessing the impact of short-sale constraints on the gains from international diversification
Wang, Zhenyu, (1999)