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Results for Portfolio management

Publications & Outputs

  1. 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 journalJournal article

  2. 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 journalJournal article