Robust portfolio optimization with derivative insurance guarantees
Year of publication: |
2011
|
---|---|
Authors: | Zymler, Steve ; Rustem, Berç ; Kuhn, Daniel |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 210.2011, 2 (16.4.), p. 410-424
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Derivat | Derivative | Robustes Verfahren | Robust statistics |
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