Publication | Closed Access
Portfolio selection with uncertain exit time: A robust CVaR approach
82
Citations
32
References
2007
Year
Mathematical ProgrammingPortfolio OptimizationEngineeringAsset PricingUncertainty QuantificationPortfolio SelectionManagementUncertain Exit TimePortfolio ManagementFinancial EngineeringPortfolio AllocationStatisticsFinancePortfolio Choice
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