PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS.
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- Mathematical Finance, 2006, v. 16, n. 2, p. 283, doi. 10.1111/j.1467-9965.2006.00272.x
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Works matching AU Lan Ma Nygren
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Co-Movements Of U.S., Japanese, And European Equity Markets Before And After September 11, 2001: Global Portfolio Diversification Implications.
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- Journal of Management Science, 2007, v. 1, n. 1, p. 1
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Approximately Optimal Continuous Stopping Boundaries in a One-Sided Standard Sequential Test.
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- Sequential Analysis, 2009, v. 28, n. 4, p. 426, doi. 10.1080/07474940903237963
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