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Asset price dynamics : shocks and regimes
MacLean, Leonard C.; Zhao, Yonggan - In: Optimal financial decision making under uncertainty, (pp. 35-53). 2017
Persistent link: https://www.econbiz.de/10011558441
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Multi-period risk measures and optimal investment policies
Chen, Zhiping; Consigli, Giorgio; Liu, Jia; Li, Gang; … - In: Optimal financial decision making under uncertainty, (pp. 1-34). 2017
Persistent link: https://www.econbiz.de/10011558439
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Optimal financial decision making under uncertainty
Consigli, Giorgio; Kuhn, Daniel; Brandimarte, Paolo - In: Optimal financial decision making under uncertainty, (pp. 255-290). 2017
Persistent link: https://www.econbiz.de/10011558462