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Frank J. Fabozzi

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2007
3EEDashan 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
2EEDashan 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)
1EEDashan 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)

Coauthor Index

1Masao Fukushima [1] [2] [3]
2Dashan Huang [1] [2] [3]
3Yoshitaka Kai [2]
4Baimin Yu [3]
5Lean Yu [3]

Copyright © Sun May 17 03:24:02 2009 by Michael Ley (ley@uni-trier.de)