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Publication Search Results
Exact matches for:
- Author = Penev S
1.
Bannister H, Goldys B, Penev S, Wu W
Hugh Bannister, Ben Goldys, Spiridon Penev, Wei Wu:
Multiperiod Mean-Standard-Deviation Time Consistent Portfolio Selection,
(2016),
preprint.
2.
Bannister H, Goldys B, Penev S, Wu W
Hugh Bannister, Beniamin Goldys, Spiridon Penev, Wei Wu:
Multiperiod mean-standard-deviation time consistent portfolio selection,
Automatica,
73
(2016),
15–26.
MR3552055
| Number of matches: 2 |