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~person:"Brezina, Ivan"
~person:"Stambaugh, Robert F."
~person:"Vanduffel, Steven"
~type_genre:"Konferenzbeitrag"
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Optimal portfolio under state-dependent expected utility
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011889433
Saved in:
2
Portfolio performance measurement using differential evolution
Pekár, Juraj
;
Čičková, Zuzana
;
Brezina, Ivan
- In:
Central European journal of operations research : CEJOR …
24
(
2016
)
2
,
pp. 421-433
Persistent link: https://www.econbiz.de/10011666109
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