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Robust min-max portfolio strategies for rival forecast and risk scenarios
Rustem, Berç; Becker, Robin G.; Marty, Wolfgang - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1591-1621
Persistent link: https://www.econbiz.de/10001508754
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Robust optimal decisions with stochastic nonlinear economic systems
Becker, Robin G. - In: Journal of economic dynamics & control 18 (1994) 1, pp. 125-147
Persistent link: https://www.econbiz.de/10001148509
Cover Image
Robust min-max portfolio strategies for rival forecast and risk scenarios
Rustem, Berc; Becker, Robin G.; Marty, Wolfgang - In: Journal of Economic Dynamics and Control 24 (2000) 11-12, pp. 1591-1621
Persistent link: https://www.econbiz.de/10005160835