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~isPartOf:"Applied economics letters"
~isPartOf:"European journal of operational research : EJOR"
~person:"Babat, Onur"
~person:"Gao, Jianjun"
~subject:"Portfolio selection"
~subject:"Welt"
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Babat, Onur
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Applied economics letters
European journal of operational research : EJOR
Journal of economic dynamics & control
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Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
;
Zhu, Shushang
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 781-789
Persistent link: https://www.econbiz.de/10012003667
Saved in:
2
Computing near-optimal Value-at-Risk portfolios using integer programming techniques
Babat, Onur
;
Vera, Juan C.
;
Zuluaga, Luis F.
- In:
European journal of operational research : EJOR
266
(
2018
)
1
,
pp. 304-315
Persistent link: https://www.econbiz.de/10011811697
Saved in:
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Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun
;
Xiong, Yan
;
Li, Duan
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
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