Narrow search
Showing 1 - 2 of 2
Cover Image
Value-at-risk efficient portfolio selection using goal programming
Chen, Hsin-hung - In: Review of Pacific Basin financial markets and policies 11 (2008) 2, pp. 187-200
Persistent link: https://www.econbiz.de/10003759216
Cover Image
Optimal mean-variance portfolio selection using Cauchy-Schwarz maximization
Chen, Hsin-hung; Tsai, Hsien-tang; Lin, Dennis K. J. - In: Applied economics 43 (2011) 19/21, pp. 2795-2801
Persistent link: https://www.econbiz.de/10009379590