Author of the publication

Portfolio selection with uncertain exit time: A robust CVaR approach

, , , and . Journal of Economic Dynamics and Control, 32 (2): 594--623 (February 2008)

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

The PID Semi-Active Vibration Control on Nonlinear Suspension System with Time Delay., , and . Int. J. Intelligent Transportation Systems Research, 16 (2): 125-137 (2018)An Improved CAViaR Model for Oil Price Risk., , , , and . International Conference on Computational Science (3), volume 4489 of Lecture Notes in Computer Science, page 937-944. Springer, (2007)Portfolio selection with uncertain exit time: A robust CVaR approach, , , and . Journal of Economic Dynamics and Control, 32 (2): 594--623 (February 2008)Portfolio selection under distributional uncertainty: A relative robust CVaR approach., , , and . Eur. J. Oper. Res., 203 (1): 185-194 (2010)