Portfolio Risk Management Modelling by Bi-level Optimization-Reference-Cited by-同舟云学术

Portfolio Risk Management Modelling by Bi-level Optimization

Published:2012 Issue: Volume: Page:91-110
ISSN:1868-4394
Container-title:Handbook on Decision Making
language:
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Author:

Stoilov Todor,Stoilova Krasimira

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/978-3-642-25755-1_5.pdf

Reference21 articles.

1. Bodie, Z., Kane, A., Marcus, A.: Investments. Naturela, Sofia (2000)

2. Campbell, J., Chacko, G., Rodriguez, J., Viceira, L.: Strategic Asset Allocation in a Continuous-Time VAR Model, pp. 1–21. Harvard University, Cambridge (2002)

3. Christoffersen, P.F.: Elements of financial risk management. Elsevier (2003)

4. Fang, Y., Lai, K.K., Wang, S.: Fuzzy portfolio optimization. Springer, Heidelberg (2008)

5. Ivanova, Z., Stoilova, K., Stoilov, T.: Portfolio optimization-Internet Information Service. Academician Publisher M. Drinov, Sofia (2005) (in Bulgarian)

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