Author:
Sun Yufei, ,Aw Grace,Lay Teo Kok,Zhou Guanglu
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management,Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management
Reference15 articles.
1. Coherent measures of risk,;P. Artzner;Mathematical Finance,1999
2. Portfolio optimization under a minimax rule,;X. Q. Cai;Management Science,2000
3. Nonlinear portfolio selection using approximate parametric Value-at-Risk,;X. T. Cui;Journal of Banking & Finance,2013
4. A minimax portfolio selection strategy with equilibrium,;X. T. Deng;European Journal of Operational Research,2005
5. Piecewise linear risk function and portfolio optimization,;H. Konno;Journal of the Operations Research Society of Japan,1990
Cited by
27 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