Information Sciences · 2012 · 79 citations · 23 references
BusinessFinanceRisk ManagementFinancial EconomicsFinancial Risk ManagementPortfolio ManagementFinancial RiskPortfolio AnalyticsPortfolio Risk ManagementPortfolio SelectionPortfolio TheoryRisk-return AnalysisMulti-period Portfolio ChoiceOptimal Portfolio ChoicePortfolio Choice Under RiskPortfolio Risk EstimationRisk Index Construction
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