Portfolio selection with uncertain exit time: A robust CVaR approach
Year of publication: |
2008
|
---|---|
Authors: | Huang, Dashan ; Zhu, Shu-Shang ; Fabozzi, Frank J. ; Fukushima, Masao |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 32.2008, 2, p. 594-623
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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