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~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Cui, Xueting"
~type_genre:"Article in journal"
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Mathematical programming
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Cui, Xueting
Weiß, Gregor
5
Daníelsson, Jón
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Pérignon, Christophe
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Bali, Turan G.
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Journal of banking & finance
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Hedging crash risk in optimal portfolio selection
Zhu, Shushang
;
Zhu, Wei
;
Pei, Xi
;
Cui, Xueting
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
Saved in:
2
Nonlinear portfolio selection using approximate parametric Value-at-RiskOriginal
Cui, Xueting
;
Zhu, Shushang
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2124-2139
Persistent link: https://www.econbiz.de/10009742471
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