Publisher
Springer International Publishing
Reference14 articles.
1. Artzner, P., Delbaen, F., Eber, J.-M., Heath, D.: Coherent measures of risk. Math. Finance 9, 203–228 (1999)
2. Chaoui, L.El., Oks, M., Oustry, F.: Worst-case value at risk and robust portfolio optimization: a conic programming approach. Oper. Res. 51, 543–556 (2003)
3. Jorion, P.: Value at Risk: The New Benchmark for Managing Financial Risk. McGraw-Hill, New York (2006)
4. Kumar, P.R., Ravi, V.: Bankruptcy prediction in banks and firms via statistical and intelligent techniques—a review. Eur. J. Oper. Res. 180, 1–28 (2007)
5. Markowitz, H.: Mean-Variance Analysis in Portfolio Choice and Capital Markets. Blackwell, Oxford (1990)
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献