Portfolio Risk Analysis
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Citations
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Cited by:
- Penev, Spiridon & Shevchenko, Pavel V. & Wu, Wei, 2019. "The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion," European Journal of Operational Research, Elsevier, vol. 273(2), pages 772-784.
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- Spiridon Penev & Pavel V. Shevchenko & Wei Wu, 2021. "The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion," Papers 2108.02633, arXiv.org.
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Connor; G. and Goldberg; L.R.; Korajczyk; R.A.; Portfolio; Risk; Analysis; Finance; Economics; Princeton University Press;All these keywords.
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