Confronting model misspecification in finance : tractable collections of scenario probability measures for robust financial optimization problems
Craig Friedman
| Year of publication: |
2002
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|---|---|
| Authors: | Friedman, Craig |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 5.2002, 1, p. 33-54
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| Subject: | Theorie | Theory | Modellierung | Scientific modelling | Wahrscheinlichkeitsrechnung | Probability theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Risiko | Risk | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International journal of theoretical and applied finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001657399