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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)
Consistent planning under uncertain lifetime
Hadar, Josef, (1987)
Asset diversification in Yaari's dual theory
Hadar, Josef, (1995)
On the independence of irrelevant assets : McEntire's conjecture
Deb, Rajat, (1991)