@misc
{TN_libero_mab2,
author = {
Zsurkis, Gabriel
AND
Nicolau, João
AND
Rodrigues, Paulo M. M.
},
title = {
First passage times in portfolio optimization
a novel nonparametric approach
},
publisher = {},
isbn = {0377-2217},
keywords = {
First-passage probability
,
Intra-horizon risk
,
Markov chains
,
Portfolio optimization
,
Aufsatz in Zeitschrift
},
year = {2024},
address = {
},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}