The following pages link to Dashan Huang (Q844599):
Displaying 7 items.
- Portfolio selection with uncertain exit time: a robust CVaR approach (Q844601) (← links)
- An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve (Q856302) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- Robust portfolio selection with uncertain exit time using worst-case VaR strategy (Q2465952) (← links)
- Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model (Q3574761) (← links)
- Are bond returns predictable with real-time macro data? (Q6090593) (← links)
