Author of the publication

Optimal Asset Allocation: A Worst Scenario Expectation Approach.

, and . J. Optimization Theory and Applications, 153 (3): 794-811 (2012)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Optimal Asset Allocation: A Worst Scenario Expectation Approach., and . J. Optimization Theory and Applications, 153 (3): 794-811 (2012)Option valuation by a self-exciting threshold binomial model., , and . Math. Comput. Model., 58 (1-2): 28-37 (2013)Optimal asset allocation: Risk and information uncertainty., , and . Eur. J. Oper. Res., 251 (2): 554-561 (2016)On the uncertainty of VaR of individual risk., and . J. Comput. Appl. Math., (2020)Option pricing with regime switching by trinomial tree method., and . J. Comput. Appl. Math., 233 (8): 1821-1833 (2010)