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~isPartOf:"Journal of economic dynamics & control"
~person:"Fabozzi, Frank J."
~person:"Vries, Casper G. de"
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Journal of economic dynamics & control
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Simulating and calibrating diversification against black swans
Hyung, Namwon
;
Vries, Casper G. de
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1162-1175
Persistent link: https://www.econbiz.de/10009634272
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2
Portfolio selection with uncertain exit time : a robust CVaR approach
Huang, Dashan
;
Zhu, Shu-shang
;
Fabozzi, Frank J.
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 594-623
Persistent link: https://www.econbiz.de/10003642783
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