Optimization problems in finance
Author:
Publisher
Elsevier
Reference43 articles.
1. Empirical Performance of Alternative Option Pricing Models;Bakshi;Journal of Finance,1997
2. Empirical Option Pricing: A Retrospection;Bates;Journal of Econometrics,2003
3. On the Assessment of Risk;Blume;Journal of Finance,1971
4. On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model;Chan;Review of Financial Studies,1999
5. Robust Measurement of Beta Risk;Chan;Journal of Financial and Quantitative Analysis,1992
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