Results for Portfolio management
Publications & Outputs
A comparison of stochastic programming methods for portfolio level decision-making
Graham, E., Jaki, T. & Harbron, C., 1/05/2020, In: Journal of Biopharmaceutical Statistics. 30, 3, p. 405-429 25 p.Research output: Contribution to Journal/Magazine › Journal article › peer-review
Stability analysis of portfolio management with conditional value-at-risk
Kaut, M., Vladimirou, H., Wallace, S. W. & Zenios, S., 2007, In: Quantitative Finance. 7, 4, p. 397-409 13 p.Research output: Contribution to Journal/Magazine › Journal article › peer-review