A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome
| Year of publication: |
2003
|
|---|---|
| Authors: | Zhao, Yonggan ; Haussmann, Ulrich ; Ziemba, William T. |
| Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 13.2003, 4, p. 481-501
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005655274