Period of time: 2014年4期
Publisher: Routledge Ltd
Founded in: 2001
Total resources: 87
ISSN: 1469-7688
Subject: F8 Finances
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Quantitative Finance,volume 7,issue 4
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Introduction to the special issue on portfolio construction and risk management
By Dempster M. A. H.,Mitra Gautam,Pflug Georg Ch. in (2007)
Quantitative Finance,volume 7,issue 4 , Vol. 7, Iss. 4, 2007-08 , pp.Coherent measures of risk in everyday market practice
Quantitative Finance,volume 7,issue 4 , Vol. 7, Iss. 4, 2007-08 , pp.DC pension fund benchmarking with fixed-mix portfolio optimization
By Dempster M. A. H.,Germano E. A.,Medova M.,Rietbergen M. I.,Sandrini F.,Scrowston M.,Zhang N. in (2007)
Quantitative Finance,volume 7,issue 4 , Vol. 7, Iss. 4, 2007-08 , pp.Higher moment coherent risk measures
By Krokhmal PAVLO A. in (2007)
Quantitative Finance,volume 7,issue 4 , Vol. 7, Iss. 4, 2007-08 , pp.On the feasibility of portfolio optimization under expected shortfall
By Ciliberti Stefano,Kondor Imre,Mézard Marc in (2007)
Quantitative Finance,volume 7,issue 4 , Vol. 7, Iss. 4, 2007-08 , pp.Stability analysis of portfolio management with conditional value-at-risk
By Kaut Michal,Vladimirou Hercules,Wallace Stein W.,Zenios Stavros A. in (2007)
Quantitative Finance,volume 7,issue 4 , Vol. 7, Iss. 4, 2007-08 , pp.Stress testing for VaR and CVaR
By Dupacová Jitka,PolÍvka Jan in (2007)
Quantitative Finance,volume 7,issue 4 , Vol. 7, Iss. 4, 2007-08 , pp.Stable distributions in the Black-Litterman approach to asset allocation
By Giacometti Rosella,Bertocchi Marida,Rachev Svetlozar T.,Fabozzi Frank J. in (2007)
Quantitative Finance,volume 7,issue 4 , Vol. 7, Iss. 4, 2007-08 , pp.Ambiguity in portfolio selection
By Pflug Georg,Wozabal David in (2007)
Quantitative Finance,volume 7,issue 4 , Vol. 7, Iss. 4, 2007-08 , pp.Mean-risk models using two risk measures: a multi-objective approach
By Roman Diana,Darby-Dowman Kenneth,Mitra Gautam in (2007)
Quantitative Finance,volume 7,issue 4 , Vol. 7, Iss. 4, 2007-08 , pp.