Carmine De Franco
- Portfolio Insurance under a risk-measure constraint
2011/02/22 by Carmine De Franco, Peter Tankov, De Franco, Carmine +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #91G10 #Advanced Bandit Algorithms Research #FOS: Economics and business #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications #msc:91G10 #q-fin.RM