Portfolio selection with uncertain exit time: A robust CVaR approach
| Year of publication: |
2008
|
|---|---|
| Authors: | Huang, Dashan ; Zhu, Shu-Shang ; Fabozzi, Frank J. ; Fukushima, Masao |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 32.2008, 2, p. 594-624
|