Safety-first portfolio optimization after September 11, 2001

ISSN： 1526-5943

Source： The Journal of Risk Finance Incorporating Balance Sheet, Vol.11, Iss.1, 2010-01, pp. : 20-61

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

11th September, 2001: will it make a difference to the global anti-money laundering movement?

By Johnson Jackie

Journal of Money Laundering Control, Vol. 6, Iss. 1, 2003-01 ,pp. : 9-16

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Portfolio Optimization and Mortgage Choice

By Nordfang Maj-Britt Steffensen Mogens

Journal of Risk and Financial Management, Vol. 10, Iss. 1, 2017-01 ,pp. : 1-1

MDPI

Access to resources Recommend Favorite

A geometric approach to portfolio optimization in models with transaction costs

By Kabanov Yuri

Finance and Stochastics, Vol. 8, Iss. 2, 2004-05 ,pp. : 207-227

Springer Publishing Company

Access to resources Recommend Favorite

On the feasibility of portfolio optimization under expected shortfall

By Ciliberti Stefano Kondor Imre Mézard Marc

Quantitative Finance, Vol. 7, Iss. 4, 2007-08 ,pp. : 389-396

Routledge Ltd

Access to resources Recommend Favorite

Portfolio optimization under model uncertainty and BSDE games

By Øksendal Bernt Sulem Agnès

Quantitative Finance, Vol. 11, Iss. 11, 2011-11 ,pp. : 1665-1674

Routledge Ltd

Access to resources Recommend Favorite