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Mason, Scott P. - 1978

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Ehrhardt, Michael C. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 4, pp. 533-537

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Alexander, Gordon J.; Resnick, Bruce G. - In: Journal of banking & finance 9 (1985) 1, pp. 35-54

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Consiglio, Andrea - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1445-1470

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Derigs, Ulrich; Nickel, Nils-H. - In: Operations research proceedings 2003 : selected papers …, (pp. 245-252). 2004

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Luxenberg, Eric; Schiele, Philipp; Boyd, Stephen - 2022

problem. We then show how to construct a long-only bond portfolio that includes the worst case value in its objective or as a …

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Bertocchi, Marida; Moriggia, Vittorio; Dupačová, Jitka - 2006

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