Portfolio selection with uncertain exit time: A robust CVaR approach

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2008
Volume: 32
Issue: 2
Pages: 594-623

Authors (4)

Huang, Dashan (not in RePEc) Zhu, Shu-Shang (not in RePEc) Fabozzi, Frank J. (Groupe EDHEC (École de Hautes ...) Fukushima, Masao (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:dyncon:v:32:y:2008:i:2:p:594-623
Journal Field
Macro
Author Count
4
Added to Database
2026-01-25