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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Mathematical methods of operations research"
~person:"An, Yunbi"
~person:"Armstrong, John"
~subject:"Mathematische Optimierung"
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Portfolio selection
Mathematische Optimierung
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An, Yunbi
Armstrong, John
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Journal of economic theory
Journal of banking & finance
Mathematical methods of operations research
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International review of financial analysis
1
Journal of management science and engineering
1
Journal of mathematical finance
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The North American journal of economics and finance : a journal of financial economics studies
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Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
2
Risk managing tail-risk seekers : VaR and expected shortfall vs S-shaped utility
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
101
(
2019
),
pp. 122-135
Persistent link: https://www.econbiz.de/10012162636
Saved in:
3
Dynamic portfolio optimization with ambiguity aversion
Zhang, Jinqing
;
Jin, Zeyu
;
An, Yunbi
- In:
Journal of banking & finance
79
(
2017
),
pp. 95-109
Persistent link: https://www.econbiz.de/10011815139
Saved in:
4
International portfolio selection with exchange rate risk : a behavioural portfolio theory perspective
Jiang, Chonghui
;
Ma, Yongkai
;
An, Yunbi
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 648-659
Persistent link: https://www.econbiz.de/10009705608
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