Author:
Lin Ping-Chen,Ko Po-Chang
Subject
Artificial Intelligence,Computer Science Applications,General Engineering
Reference26 articles.
1. A fuzzy goal programming approach to portfolio selection;Arenas;European Journal of Operational Research,2001
2. Barone-Adesi, G., & Kostas, G. (2000). Non-parametric VaR techniques. Myths and Realities, Working paper.
3. Managing extreme risks in tranquil and volatile markets using conditional extreme value theory;Bystrom;International Review of Financial Analysis,2004
4. Optimal portfolio selection in a value at risk framework;Campbell;Journal of Banking and Finance,2001
5. Relative risk aversion and wealth dynamics;Chen;Information Sciences,2007
Cited by
34 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