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"Utility-Deviation-Risk Portfolio Selection."

Kwok Chuen Wong, Sheung Chi Phillip Yam, H. Zheng (2017)

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DOI: 10.1137/140986256

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/WongYZ17
Kwok Chuen Wong, Sheung Chi Phillip Yam, H. Zheng:
Utility-Deviation-Risk Portfolio Selection. SIAM J. Control. Optim. 55(3): 1819-1861 (2017)

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