Results for Impact of higher-order moments

Publications & Outputs

1. 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