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~isPartOf:"INFORMS journal on computing : JOC"
~person:"Bernard, Carole"
~person:"Li, Duan"
~subject:"Portfolio selection"
~subject:"Risikomanagement"
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INFORMS journal on computing : JOC
European journal of operational research : EJOR
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Journal of banking & finance
3
Journal of economic dynamics & control
3
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
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Journal of the Operational Research Society
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Journal of the Operational Research Society : OR
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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The journal of computational finance
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Asia-Pacific journal of risk and insurance : APJRI
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Operations research letters
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Portfolio optimization with nonparametric value at risk : a block coordinate descent method
Cui, Xueting
;
Sun, Xiaoling
;
Zhu, Shushang
;
Jiang, Rujun
; …
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 454-471
Persistent link: https://www.econbiz.de/10011948064
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