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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