Portfolio Optimization in the Catastrophe Space

European Financial Management 2020 / 04

Portfolio Optimization in the Catastrophe Space

Chang, Carolyn W., Chang, Jack S.K., Yu, Min‐Teh, Zhao, Yang
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Journal:
European Financial Management
DOI:
10.1111/eufm.12265
Date:
April, 2020
File:
PDF, 588 KB
2020
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