Name
Title | ||
|---|---|---|
A decomposition method for optimal portfolios with regime-switching and risk constraint. |
Year | DOI | Venue |
|---|---|---|
2012 | 10.3233/RDA-2012-0070 | Risk and Decision Analysis |
Field | DocType | Volume |
Regime switching,Mathematical optimization,Mathematical economics,Economics,Decomposition method (constraint satisfaction),Power utility | Journal | 3 |
Issue | Citations | PageRank |
4 | 0 | 0.34 |
References | Authors | |
0 | 3 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Jingzhen Liu | 1 | 12 | 1.82 |
| Ka Fai Cedric Yiu | 2 | 176 | 23.70 |
| Tak Kuen Siu | 3 | 114 | 20.25 |