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~person:"Oberoi, Shashank"
~person:"Zeng, Xudong"
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Decision under uncertainty
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Oberoi, Shashank
Zeng, Xudong
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Journal of quantitative economics
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ECONIS (ZBW)
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Can robust optimization offer improved portfolio performance? : an empirical study of Indian market
Oberoi, Shashank
;
Girach, Mohammed Bilal
;
Chakrabarty, …
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 611-630
Persistent link: https://www.econbiz.de/10012418857
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2
Dynamic asset allocation with uncertain jump risks : a pathwise optimization approach
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Mathematics of operations research
43
(
2018
)
2
,
pp. 347-376
Persistent link: https://www.econbiz.de/10011868609
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