共 50 条
- [41] A dynamic network model of investment portfolio control under stochastic abrupt changes in volatility of financial assets Avtomatika i Telemekhanika, 2003, (07): : 77 - 86
- [42] Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach Annals of Operations Research, 2010, 181 : 683 - 708
- [45] Portfolio Optimization under Local-Stochastic Volatility: Coefficient Taylor Series Approximations and Implied Sharpe Ratio SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2016, 7 (01): : 418 - 447
- [48] Return-Maximizing in Fuzzy Portfolio Processes under Average Value-at-Risk Constraints 2018 7TH INTERNATIONAL CONFERENCE ON RELIABILITY, INFOCOM TECHNOLOGIES AND OPTIMIZATION (TRENDS AND FUTURE DIRECTIONS) (ICRITO) (ICRITO), 2018, : 855 - 860