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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"Quantitative finance"
~person:"Koo, Hyeng-keun"
~person:"Li, Zhongfei"
~subject:"Stochastic process"
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ECONIS (ZBW)
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1
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity
Kang, Zhilin
;
Li, Xun
;
Li, Zhongfei
;
Zhu, Shushang
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 105-121
Persistent link: https://www.econbiz.de/10012194623
Saved in:
2
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
Saved in:
3
A preference change and discretionary stopping in a consumption and portfolio selection problem
Choi, Kyung-Jin
;
Koo, Hyeng-keun
- In:
Mathematical methods of operations research
61
(
2005
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10003020237
Saved in:
4
Consumption and portfolio selection with labor income : a discrete-time approach
Koo, Hyeng-keun
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 219-243
Persistent link: https://www.econbiz.de/10001428093
Saved in:
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