Optimal Portfolios Under Worst-Case Scenarios
Year of publication: |
2013
|
---|---|
Authors: | Bernard, Carole |
Other Persons: | Chen, Jit Seng (contributor) ; Vanduffel, Steven (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Szenariotechnik | Scenario analysis |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2349120 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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