Publisher
Springer Science and Business Media LLC
Reference52 articles.
1. Ahmadi-Javid, A. (2012). Entropic value-at-risk: A new coherent risk measure. Journal of Optimization Theory and Applications, 155, 1105–1123.
2. Ahmadi-Javid, A., & Fallah-Tafti, M. (2019). Portfolio optimization with entropic value-at-risk. European Journal of Operational Research, 279(1), 225–241.
3. Berger, A. J., & Mulvey, J. M. (1998). The home account advisor: Asset and liability management for individual investors (pp. 634–665). Cambridge University Press.
4. Bradley, S. P., & Crane, D. B. (1972). A dynamic model for bond portfolio management. Management Science, 19(2), 139–151.
5. Brunel, J. L. (2011). Goal-based wealth management in practice. The Journal of Wealth Management, 14(3), 17.