"Time consistent multi-period robust risk measures and portfolio selection ..."

Jia Liu, Zhiping Chen (2018)

> Home

Details and statistics

DOI: 10.1016/J.EJOR.2018.01.009

access: closed

type: Journal Article

metadata version: 2025-10-11

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/eor/LiuC18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/LiuC18
Jia Liu, Zhiping Chen:
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching. Eur. J. Oper. Res. 268(1): 373-385 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.