Portfolio selection with uncertain exit time: A robust CVaR approach
Dashan Huang, Shu-Shang Zhu, Frank J. Fabozzi, Masao FukushimaVolume:
32
Year:
2008
Language:
english
Pages:
30
DOI:
10.1016/j.jedc.2007.03.003
File:
PDF, 306 KB
english, 2008