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Annals of operations research
The Frank J. Fabozzi series
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Robust portfolios : contributions from operations research and finance
Fabozzi, Frank J.
;
Huang, Dashan
;
Zhou, Guofu
-
2010
Persistent link: https://www.econbiz.de/10003964880
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2
Stochastic models for risk estimation in volatile markets : a survey
Stoyanov, Stoyan V.
;
Racheva-Iotova, Borjana
;
Račev, …
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2010
Persistent link: https://www.econbiz.de/10003964894
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3
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
;
Giacometti, Rosella
;
Račev, Svetlozar T.
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2012
Persistent link: https://www.econbiz.de/10009710216
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4
Some consequences of correlation aversion in decision science
Stoyanov, Stoyan V.
;
Racheva-Iotova, Borjana
;
Rachev, …
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2010
Persistent link: https://www.econbiz.de/10008393894
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5
Economically relevant preferences for all observed epsilon
Fabozzi, Frank J.
;
Huang, Dashan
;
Zhou, Guofu
-
2010
Persistent link: https://www.econbiz.de/10008393899
Saved in:
6
What do robust equity portfolio models really do?
Kim, Woo Chang
;
Kim, Jang Ho
;
Ahn, So Hyoung
;
Fabozzi, …
-
2013
Persistent link: https://www.econbiz.de/10010104337
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7
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyanov, Stoyan V.
;
Rachev, Svetlozar T.
;
Fabozzi, Frank J.
-
2013
Persistent link: https://www.econbiz.de/10010104338
Saved in:
8
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
;
Giacometti, Rosella
;
Rachev, Svetlozar T.
-
2012
Persistent link: https://www.econbiz.de/10010047416
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