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Journal of banking & finance
European journal of operational research : EJOR
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International journal of production economics
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Memorandum from (the) Institute of Economic Research, Faculty of Economics, University of Groningen
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Nonlinear portfolio selection using approximate parametric Value-at-RiskOriginal
Cui, Xueting
;
Zhu, Shushang
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2124-2139
Persistent link: https://www.econbiz.de/10009742471
Saved in:
2
Hedging crash risk in optimal portfolio selection
Zhu, Shushang
;
Zhu, Wei
;
Pei, Xi
;
Cui, Xueting
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
Saved in:
3
Nonlinear portfolio selection using approximate parametric Value-at-Risk
Cui, Xueting
;
Zhu, Shushang
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2124-2139
Persistent link: https://www.econbiz.de/10010100373
Saved in:
4
Modeling the dynamics of Chinese spot interest rates
Hong, Yongmiao
;
Lin, Hai
;
Wang, Shouyang
- In:
Journal of banking & finance
34
(
2010
)
5
,
pp. 1047-1061
Persistent link: https://www.econbiz.de/10003971358
Saved in:
5
Modeling the dynamics of Chinese spot interest rates
Hong, Yongmiao
;
Lin, Hai
;
Wang, Shouyang
- In:
Journal of banking & finance
34
(
2010
)
5
,
pp. 1047-1062
Persistent link: https://www.econbiz.de/10008390011
Saved in:
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