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~isPartOf:"OR spectrum : quantitative approaches in management"
~person:"Korn, Ralf"
~subject:"Portfolio selection"
~subject:"Recht"
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OR spectrum : quantitative approaches in management
International journal of theoretical and applied finance
6
Mathematical methods of operations research
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Berichte zur Stochastik und verwandten Gebieten
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Risks : open access journal
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Advances in risk management
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Chapman & Hall/CRC financial mathematics series
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IMA journal of management mathematics
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International journal of theoretical and applied finance : IJTAF
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Mathematics and financial economics
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OR-Spektrum : quantitative approaches in management
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Operations research letters
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Robust worst-case optimal investment
Desmettre, Sascha
;
Korn, Ralf
;
Ruckdeschel, Peter
; …
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 677-701
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