A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome
| Year of publication: |
2003
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| Authors: | Zhao, Yonggan ; Haussmann, Ulrich ; Ziemba, Williamt |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 13.2003, 4, p. 481-502
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