 | 2010 |
|---|
| 7 |       | Frank J. Fabozzi,
Dashan Huang,
Guofu Zhou:
Robust portfolios: contributions from operations research and finance.
Annals OR 176(1): 191-220 (2010) |
| 6 | | Stoyan V. Stoyanov,
Borjana Racheva-Iotova,
Svetlozar T. Rachev,
Frank J. Fabozzi:
Stochastic models for risk estimation in volatile markets: a survey.
Annals OR 176(1): 293-309 (2010) |
| 5 | | Dashan Huang,
Shushang Zhu,
Frank J. Fabozzi,
Masao Fukushima:
Portfolio selection under distributional uncertainty: A relative robust CVaR approach.
European Journal of Operational Research 203(1): 185-194 (2010) |
| 2008 |
|---|
| 4 | | John M. Mulvey,
Koray D. Simsek,
Zhuojuan Zhang,
Frank J. Fabozzi,
William R. Pauling:
OR PRACTICE - Assisting Defined-Benefit Pension Plans.
Operations Research 56(5): 1066-1078 (2008) |
| 2007 |
|---|
| 3 | | Dashan Huang,
Baimin Yu,
Lean Yu,
Frank J. Fabozzi,
Masao Fukushima:
An Improved CAViaR Model for Oil Price Risk.
International Conference on Computational Science (3) 2007: 937-944 |
| 2 | | Dashan Huang,
Yoshitaka Kai,
Frank J. Fabozzi,
Masao Fukushima:
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve.
European Journal of Operational Research 177(2): 1134-1152 (2007) |
| 1 | | Dashan Huang,
Frank J. Fabozzi,
Masao Fukushima:
Robust portfolio selection with uncertain exit time using worst-case VaR strategy.
Oper. Res. Lett. 35(5): 627-635 (2007) |
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