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Robust min-max portfolio strat...
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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
Saved in:
2
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
,
pp. 1591-1622
Persistent link: https://www.econbiz.de/10006778763
Saved in:
3
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
Saved in:
4
EINTERP and DEINTERP procedures for the evaluation of expressions and their differentials
Becker, Robin G.
- In:
Journal of economic dynamics & control
14
(
1990
)
2
,
pp. 281-297
Persistent link: https://www.econbiz.de/10001088281
Saved in:
5
Fixed income analytics : bonds in high and low interest rate environments
Marty, Wolfgang
-
2020
-
Second edition
Persistent link: https://www.econbiz.de/10012226774
Saved in:
6
Portfolio analytics : an introduction to return and risk measurement
Marty, Wolfgang
-
2015
-
Second edition
Persistent link: https://www.econbiz.de/10014010966
Saved in:
7
Fixed income analytics : bonds in high and low interest rate environments
Marty, Wolfgang
-
2017
Persistent link: https://www.econbiz.de/10011711207
Saved in:
8
Portfolio analytics : an introduction to return and risk measurement
Marty, Wolfgang
-
2013
Persistent link: https://www.econbiz.de/10010339404
Saved in:
9
Rival models in policy optimization
Becker, Robin G.
(
contributor
)
- In:
Journal of economic dynamics & control
10
(
1986
)
1
,
pp. 75-81
Persistent link: https://www.econbiz.de/10001027248
Saved in:
10
Optimal policy design with non-linear models : the multi-agent case
Becker, Robin G.
(
contributor
)
- In:
Journal of economic dynamics & control
10
(
1986
)
1
,
pp. 27-31
Persistent link: https://www.econbiz.de/10001027269
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