Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Kian Guan Lim
Information about the author Kian Guan Lim will soon be added to the site.
Found
1 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Portfolio value‐at‐risk optimization for asymmetrically distributed asset returns
2012
We propose a new approach to portfolio optimization by separating asset return...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers