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~isPartOf:"The journal of computational finance"
~person:"Blake, David"
~person:"Li, Duan"
~person:"Maurer, Raimond"
~person:"Zhou, Guofu"
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The journal of computational finance
Discussion paper / The Pensions Institute, Cass Business School, City University
15
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
10
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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Journal of economic dynamics & control
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NBER Working Paper
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Journal of financial economics
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European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Michigan Retirement Research Center Research Paper
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The journal of portfolio management : a publication of Institutional Investor
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Discussion paper / the Pensions Institute, Birkbeck College, University of London
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Journal of financial and quantitative analysis : JFQA
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Discussion paper / LSE Financial Markets Group
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Discussion paper in financial economics : FE
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
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Journal of banking & finance
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Journal of pension economics and finance
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The journal of asset management
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Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim
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Portfolio selection with marginal risk control
Zhu, Shushang
;
Li, Duan
;
Sun, Xiaoling
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10008736754
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A robust set-valued scenario approach for handling modeling risk in portfolio optimization
Zhu, Shushang
;
Jin, Xiaodong
;
Li, Duan
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 11-40
Persistent link: https://www.econbiz.de/10011480704
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