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Joel Weiqiang Goh
ORCID
Publication Activity (10 Years)
Years Active: 2012-2012
Publications (10 Years): 0
Top Topics
Optimal Portfolio
Risk Averse
Distributed Data
Asset Allocation
Top Venues
Eur. J. Oper. Res.
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Publications
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Joel Weiqiang Goh
,
Kian Guan Lim
,
Melvyn Sim
,
Weina Zhang
Portfolio value-at-risk optimization for asymmetrically distributed asset returns.
Eur. J. Oper. Res.
221 (2) (2012)