Robust Portfolio Selection with Uncertain Exit Time Using Worst-Case VaR Strategy

由 Dashan HUANG, FABOZZI, Frank, FUKUSHIMA, Masao
出版 2007

Robust Portfolios: Contributions from Operations Research and Finance

由 FABOZZI, Frank, Dashan HUANG, ZHOU, Guofu
出版 2010

Portfolio Revision under Mean-Variance and Mean-CVaR with Transaction Costs

由 CHEN, Andrew, FABOZZI, Frank, Dashan HUANG
出版 2012

An Optimal Design of Collateralized Mortgage Obligation with PAC-Companion Structure using Dynamic Cash Reserve

由 Dashan HUANG, FABOZZI, Frank, KAI, Yoshitaka, FUKUSHIMA, Masao
出版 2007

Portfolio Selection with Uncertain Exit Time: A Robust CVaR Approach

由 Dashan HUANG, ZHU, Shushang, FABOZZI, Frank, FUKUSHIMA, Masao
出版 2008

CAViaR-based Forecast for Oil Price Risk

由 Dashan HUANG, YU, Baimin, FABOZZI, Frank, FUKUSHIMA, Masao
出版 2009

Portfolio Selection under Distributional Uncertainty: A Relative Robust CVaR in Portfolio Management

由 Dashan HUANG, ZHU, Shushang, FABOZZI, Frank, FUKUSHIMA, Masao
出版 2010

Optimal Corporate Strategy under Uncertainty

由 CHEN, Andrew H., FABOZZI, Frank J., Dashan HUANG
出版 2013

Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model

由 Dashan HUANG, YU, Baimin, LU, Zudi, FOCARDI, Sergio, FABOZZI, Frank, FUKUSHIMA, Masao
出版 2010