Items where Author is "Tunaru, R."
Article
Asimit, V. ORCID: 0000-0002-7706-0066, Chong, W. F., Tunaru, R. & Zhou, F.
ORCID: 0000-0002-9851-8312 (2025).
Portfolio selection and risk sharing via risk budgeting.
Insurance: Mathematics and Economics, 125,
article number 103139.
doi: 10.1016/j.insmatheco.2025.103139
Other
Asimit, V. ORCID: 0000-0002-7706-0066, Peng, L., Tunaru, R. & Zhou, F.
ORCID: 0000-0002-9851-8312 (2023).
Constructing Optimal Portfolios under Risk Budgeting.
Asimit, V. ORCID: 0000-0002-7706-0066, Chong, W. F., Tunaru, R. & Zhou, F.
Portfolio Selection and Risk Sharing via Risk Budgeting.
Asimit, V. ORCID: 0000-0002-7706-0066, Peng, L., Tunaru, R. & Zhou, F.
ORCID: 0000-0002-9851-8312
Risk Budgeting under General Risk Measures.