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Detecting prudence and temperance in risk exposure : the hybrid variance framework
Gao, Jun, (2022)
Investing for the long run when returns are predictable
Barberis, Nicholas, (2000)
Value at Risk (VaR) models : a comparative analysis of parametric and non parametric approaches
Ajassa, Giovanni, (1998)
Portfolio management by the Monte-Carlo method
Adcock, Chris J., (1999)
Portfolio selection based on the multivariate skew normal distribution