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30篇 您的检索式：作者名="Fabozzi D"

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	题名	作者	年代	出处	被引量
1	Robust portfolios: contributions from operations research and finance 显示文摘	Fabozzi F J Huang D S Zhou G F	2010	Annual of Operations Research2010，176，：	1
2	Robust CVaR approach to portfolio selection with uncertain exit time 显示文摘	HUANG D S ZHU S S FABOZZI F J	2008	Journal of Economic Dynamics & Control2008，32，2：	1
3	An option - theoretic prepayment model for mortgages and mortgage - backed securities 显示文摘	Kalotay A Yang D Fabozzi FJ	2004	International Journal of Theoretical and Applied Finance2004，7，8：	1
4	Dynamic simulation of large-scale power systems using a parallel Schur-complement-based decomposition method显示文摘	Aristidou P Fabozzi D Van Cutsem T	2014	Parallel and Distributed Systems IEEE Transactions on2014，25，10：	1
5	Robust portfolio selection with uncertain exit time using worst-case VaR strategy 显示文摘	Huang D Fabozzi F J Fukushima M	2007	Operations Research Letters2007，35，：	1
6	Portfolio selection with uncertain exit time: a robust CVaR approach 显示文摘	Huang D Zhu S Fabozzi F J	2008	Journal of Economic Dynamics and Control2008，32，：	1
7	Portfolio selection under distributional uncertainty : a relative robust CVaR approach 显示文摘	Huang D S Zhu S S Fabozzi F J	2010	The European Journal of Operational Research2010，203，：	1
8	Portfolio selection under distributional uncertainty: a relative robust CVaR approach显示文摘	Huang D S Zhu S S Fabozzi F J	2010	European Journal of Operational Research2010，203，1：	1
9	Portfolio selection under distribution uncertainty: a relative robust CVaR approach 显示文摘	Huang D Zhu S Fabozzi F J	2010	European Journal of Operational Research2010，203，：	1
10	Robust portfolio selection with uncertain exit time using worst-case VaR strategy显示文摘	Huang D S Fabozzi F J Fukushima M	2007	Operations Research Letters2007，35，5：	1
11	Portfolio selection under distributional uncertainty: A relative robust CVaR approach显示文摘	Huang D S Zhu S S Fabozzi F J	2008	Journal of Economic Dynamics and Control2008，32，59：	1
12	Robust portfolio selection with uncertain exit time using worst-case VaR strategy 显示文摘	Huang D S Fabozzi F J Fukushima M	2007	Operations Research Letters2007，35，5：	1
13	An Option-Theoreticnternational Journal of Prepayment Model for Mortgages显示文摘	Kalotay A Yang D Fabozzi F J	2004	International Journal of Theoretical and Applied Finance2004，，8：	1
14	Portfolio selection with uncertain exit time: A robust CVaR approach显示文摘	Huang D S Zhu S S Fabozzi F J	2008	Journal of Economic Dynamics &: Control2008，32，2：	1
15	Portfolio selection under distributional uncertainty: A relative robust CVaR approach显示文摘	Huang D S Zhu S S Fabozzi F J	2010	European Journal of Operational Research2010，203，1：	1
16	Robust portfolio selection with uncertain exit time using worst-case VaR strategy显示文摘	Huang D S Fabozzi F J Fukushima M	2007	Operations Research Letters2007，35，5：	1
17	Portfolio selection with uncertain exit time: A robust CVaR approach 显示文摘	Huang D Zhu S S Fabozzi F J Masao Fukushima	2008	Journal of Economic Dynamics and Control2008，32，：	1
18	CAViaR-based forecast for oil price risk显示文摘	Huang D Yu B Fabozzi F	2009	Energy Economics2009，31，4：	1
19	Portfolio Selection under Distributional Uncertainty:A Relative Robust CVaR Approach显示文摘	Huang D Zhu S Fabozzi F J	2003	European Journal of Operational Research2003，，1：	1
20	The investment performance of U S equity pension fund managers: an empirical investigation显示文摘	Coggin T D Fabozzi F J Rahman S	1993	Journal of Finance1993，48，：	1

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