Next Article in Journal / Special Issue
Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios
Previous Article in Journal
The Nexus between Social Capital and Bank Risk Taking
Previous Article in Special Issue
VaR and CVaR Implied in Option Prices
 
 
Article

Article Versions Notes

J. Risk Financial Manag. 2016, 9(3), 10; https://doi.org/10.3390/jrfm9030010
Action Date Notes Link
article pdf uploaded. 9 September 2016 15:08 CEST Version of Record https://www.mdpi.com/1911-8074/9/3/10/pdf
article xml uploaded. 9 September 2016 15:08 CEST Original file https://www.mdpi.com/1911-8074/9/3/10/xml
article html file updated 28 September 2016 11:29 CEST Original file https://www.mdpi.com/1911-8074/9/3/10/html
Back to TopTop