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Journal description
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Details for article 32 of 43 found articles
| Title: |
Optimal portfolios with maximum Value-at-Risk constraint under a hidden Markovian regime-switching model |
| Author: |
Zhu, Dong-Mei Xie, Yue Ching, Wai-Ki Siu, Tak-Kuen |
| Appeared in: |
Automatica |
| Paging: | Volume 74 (2016) nr. C pages 12 p. |
| Year: |
2016 |
| Contents: | |
| Publisher: |
Elsevier Ltd |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 32 of 43 found articles
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