| |
| 2007 | ||
|---|---|---|
| 3 | EE | 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 | EE | 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 | EE | 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) |
| 1 | Masao Fukushima | [1] [2] [3] |
| 2 | Dashan Huang | [1] [2] [3] |
| 3 | Yoshitaka Kai | [2] |
| 4 | Baimin Yu | [3] |
| 5 | Lean Yu | [3] |