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Downside risk in multiperiod tracking error models
Barro, Diana, (2014)
Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
Qin, Zhongfeng, (2015)
Optimal insurance portfolio risk-adjusted performance through dynamic stochastic programming
Consigli, Giorgio, (2018)
Convexity, differential equations, and games
Flåm, Sjur D., (2002)
Looking for arbitrage
Flåm, Sjur D., (2000)
Repeated play and Newton's method