Mean–variance efficiency with extended CIR interest rates.
- Published in:
- Applied Stochastic Models in Business & Industry, 2010, v. 26, n. 1, p. 71, doi. 10.1002/asmb.767
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- Article
Works by Watier, François
Results: 2
1
2
Goal achieving probabilities of cone-constrained mean-variance portfolios.
- Published in:
- Applied Stochastic Models in Business & Industry, 2014, v. 30, n. 5, p. 544, doi. 10.1002/asmb.2002
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- Publication type:
- Article