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~accessRights:"restricted"
~isPartOf:"Stochastic optimization: theory and applications"
~language:"eng"
~person:"Bekaert, Geert"
~person:"Giacometti, Rosella"
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Stochastic optimization: theory and applications
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Joint tails impact in stochastic volatility portfolio selection models
Bonomelli, Marco
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Giacometti, Rosella
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Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
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2020
Persistent link: https://www.econbiz.de/10012290845
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