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Search: person:"Zhu, Shu-shang"
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Portfolio selection
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Fabozzi, Frank J.
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Fukushima, Masao
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Huang, Dashan
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Zhu, Shu-Shang
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Zhu, Shu-shang
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Journal of economic dynamics & control
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Journal of Economic Dynamics and Control
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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
Saved in:
2
Portfolio selection with uncertain exit time: A robust CVaR approach
Huang, Dashan
;
Zhu, Shu-Shang
;
Fabozzi, Frank J.
; …
- In:
Journal of Economic Dynamics and Control
32
(
2008
)
2
,
pp. 594-623
Persistent link: https://www.econbiz.de/10005229360
Saved in:
3
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/10007898782
Saved in:
4
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. 594-624
Persistent link: https://www.econbiz.de/10008880271
Saved in:
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