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Liu, Liping A new foundation for the mean-variance analysis. (English) Zbl 1061.90062 Eur. J. Oper. Res. 158, No. 1, 229-242 (2004). MSC: 90B50 91B28 PDFBibTeX XMLCite \textit{L. Liu}, Eur. J. Oper. Res. 158, No. 1, 229--242 (2004; Zbl 1061.90062) Full Text: DOI
Fusai, Gianluca; Luciano, Elisa Dynamic value at risk under optimal and suboptimal portfolio policies. (English) Zbl 1051.91045 Eur. J. Oper. Res. 135, No. 2, 249-269 (2001). MSC: 91B30 91B28 PDFBibTeX XMLCite \textit{G. Fusai} and \textit{E. Luciano}, Eur. J. Oper. Res. 135, No. 2, 249--269 (2001; Zbl 1051.91045) Full Text: DOI