A log-robust optimization approach to portfolio management
Year of publication: |
2011
|
---|---|
Authors: | Kawas, Ban ; Thiele, Aurélie |
Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 33.2011, 1, p. 207-233
|
Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Risiko | Risk |
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