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~isPartOf:"Journal of Emerging Market Finance"
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Portfolio optimisation
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emerging markets
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Journal of Emerging Market Finance
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US-Thailand Bilateral Safety-first
Portfolio
Optimisation
around the 1997 Asian Financial Crisis
Haque, Mahfuzul
;
Varela, Oscar
- In:
Journal of Emerging Market Finance
9
(
2010
)
2
,
pp. 171-197
framework for safety-first (SF)
portfolio
optimisation
, with comparisons to the Markowitz mean-variance minimum variance …
Persistent link: https://www.econbiz.de/10010772782
Saved in:
2
A Risk-Sensitive
Portfolio
Optimisation
Problem with Stochastic Interest Rate
Goel, Mayank
;
Suresh Kumar K.
- In:
Journal of Emerging Market Finance
5
(
2006
)
3
,
pp. 263-282
This article discusses a class of risk-sensitive
portfolio
optimisation
problem in the finite horizon. Our market …
Persistent link: https://www.econbiz.de/10010772777
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