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~isPartOf:"Journal of banking & finance"
~person:"Dias, Alexandra"
~person:"Gómez, Fabio"
~person:"Li, Tiantian"
~person:"Moreno, Manuel"
~subject:"Theory"
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Dias, Alexandra
Gómez, Fabio
Li, Tiantian
Moreno, Manuel
Fabozzi, Frank J.
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The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
2
One-sided performance measures under Gram-Charlier distributions
León Valle, Ángel Manuel
;
Moreno, Manuel
- In:
Journal of banking & finance
74
(
2017
),
pp. 38-50
Persistent link: https://www.econbiz.de/10011793629
Saved in:
3
The economic value of controlling for large losses in portfolio selection
Dias, Alexandra
- In:
Journal of banking & finance
72
(
2016
),
pp. 81-91
Persistent link: https://www.econbiz.de/10011637057
Saved in:
4
Foster-Hart optimal portfolios
Anand, Abhinav
;
Li, Tiantian
;
Kurosaki, Tetsuo
;
Kim, …
- In:
Journal of banking & finance
68
(
2016
),
pp. 117-130
Persistent link: https://www.econbiz.de/10011634807
Saved in:
5
Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra
- In:
Journal of banking & finance
49
(
2014
),
pp. 398-408
Persistent link: https://www.econbiz.de/10010508674
Saved in:
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