Da-Ren Mu

Publication Activity (10 Years)

Years Active: 2015-2015
Publications (10 Years): 0

Top Topics

Transaction Costs

Multi Objective

Top Venues

Eur. J. Oper. Res.

Publications

Jing-Rung Yu, Wan-Jiun Paul Chiou, Da-Ren Mu
A linearized value-at-risk model with transaction costs and short selling. Eur. J. Oper. Res. 247 (3) (2015)