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RESEARCH PAPERS - Robust optimization of currency portfolios
Fonseca, Raquel J; Zymler, Steve; Wiesemann, Wolfram; … - In: The journal of computational finance 15 (2011) 1, pp. 3-31
Persistent link: https://www.econbiz.de/10009794534
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Robust optimization of currency portfolios
Fonseca, Raquel J.; Zymler, Steve; Wiesemann, Wolfram; … - In: The journal of computational finance 15 (2011/12) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10009382527
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Dynamic mean-variance portfolio analysis under model risk
Kuhn, Daniel; Parpas, Panos; Rustem, Berç; Fonseca, Raquel - In: The journal of computational finance 12 (2009) 4, pp. 91-115
Persistent link: https://www.econbiz.de/10009534610