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Portfolio selection with uncertain exit time: A robust CVaR approach, , , and . Journal of Economic Dynamics and Control, 32 (2): 594--623 (February 2008)Foundations of financial markets and institutions, , and . Prentice Hall, Upper Saddle River, N.J. u.a., 2. ed edition, (1998)Bond portfolio management. Frank J. Fabozzi Assoc., New Hope, Pa., 2. ed edition, (2001)Mortgage-backed securities, , and . Wiley, Hoboken, NJ, (2007)Market implied volatilities for defaultable bonds., , and . Ann. Oper. Res., 275 (2): 669-683 (2019)Identifying household finance heterogeneity via deep clustering., , and . Ann. Oper. Res., 325 (2): 1255-1289 (June 2023)Relative deviation metrics and the problem of strategy replication, , , and . Journal of Banking & Finance, 32 (2): 199--206 (February 2008)Capital markets. Prentice Hall, Upper Saddle River, 2. ed edition, (1996)Introduction to securitization, and . The Frank J. Fabozzi series Wiley, Hoboken, NJ, (2008)Recent advancements in robust optimization for investment management., , and . Ann. Oper. Res., 266 (1-2): 183-198 (2018)