Robust min-max portfolio strategies for rival forecast and risk scenarios
Year of publication: |
2000
|
---|---|
Authors: | Rustem, Berc ; Becker, Robin G. ; Marty, Wolfgang |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 24.2000, 11-12, p. 1591-1621
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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