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Roman, Diana
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Valle, Christiano Arbex
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Risk minimisation using options and risky assets
Mohd Azdi Maasar
;
Roman, Diana
;
Date, Paresh
- In:
Operational research : an international journal
22
(
2022
)
1
,
pp. 485-506
Persistent link: https://www.econbiz.de/10013173306
Saved in:
2
Novel approaches for portfolio construction using second order stochastic dominance
Valle, Christiano Arbex
;
Roman, Diana
;
Mitra, Gautam
- In:
Computational Management Science : CMS
14
(
2017
)
2
,
pp. 257-280
Persistent link: https://www.econbiz.de/10011710779
Saved in:
3
Long-short portfolio optimization in the presence of discrete asset choice constraints and two risk measures
Kumar, Ritesh
;
Mitra, Gautam
;
Roman, Diana
- In:
Journal of risk
13
(
2010/11
)
2
,
pp. 71-100
Persistent link: https://www.econbiz.de/10008807862
Saved in:
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