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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
Cover Image
Portfolio selection with marginal risk control
Zhu, Shushang; Li, Duan; Sun, Xiaoling - In: The journal of computational finance 14 (2010) 1, pp. 3-29
Persistent link: https://www.econbiz.de/10008713888