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• W4211129137 abstract "Free Access References Betram K.C. Chan, Betram K.C. Chan Loma Linda University, United StatesSearch for more papers by this author Book Author(s):Betram K.C. Chan, Betram K.C. Chan Loma Linda University, United StatesSearch for more papers by this author First published: 15 September 2017 https://doi.org/10.1002/9781119388050.refs AboutPDFPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShareShare a linkShare onFacebookTwitterLinked InRedditWechat References Adler, J. (2010) R in a Nutshell: A Desktop Quick Reference, O'Reilly Media, Inc., Sebastopol, CA. Allen, E. (2007) Modeling with Ito Stochastic Differential Equations, Springer, New York. ANOVA http://en.wikipedia.org/wiki/Analysis_of_variance Aragon, T.J. (2011) Applied Epidemiology Using R (epir), UC Berkeley School of Public Health, and San Francisco Department of Public Health, Berkeley, California. Ardia, D., Mullen, K., Peterson, B.G., and Ulrich, J. (2011) DEoptim: differential evolution optimization in R. Available at http://CRAN.R-project.org/package=DEoptim.C); http://www.icsi.berkeley.edu/∼storn/code.html. Ardia, D., Boudt, K., Carl, P., Mullen, K.M., Peterson, B.G. (2011) Differential evolution with EoptimD. an application to non-convex portfolio optimization. The R Journal, 3 (1), 27– 34. Ardia, D., Ospina, A.J.D., Giraldo G.N.D. (2011) Jump-diffusion calibration using differential evolution. Wilmott Magazine, 55 (September), 76– 79. Assets Allocation for Efficient Portfolios [http://www.kellogg.northwestern.edu/faculty/papanikolaou/htm/finc460/ln/lecture1.pdf] Baxter, M. and Rennie, A. (1996) Financial Calculus, An Introduction to Derivative Pricing, Cambridge University Press, Cambridge, UK. Beach, S. and Orlov, A. (2006) An Application of the Black–Litterman Model with EGARCH-M-Derived views for international portfolio management. Working paper. 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