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~accessRights:"restricted"
~isPartOf:"European journal of operational research : EJOR"
~person:"Gao, Jianjun"
~subject:"Portfolio selection"
~subject:"Stochastischer Prozess"
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Portfolio selection
Stochastischer Prozess
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Gao, Jianjun
Escudero, Laureano F.
7
Gendreau, Michel
7
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Shapiro, Alexander
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European journal of operational research : EJOR
Journal of economic dynamics & control
1
Operational research : an international journal
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ECONIS (ZBW)
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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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2
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
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