Probability maximization models for portfolio selection under ambiguity
| Year of publication: |
2009
|
|---|---|
| Authors: | Hasuike, Takashi ; Ishii, Hiroaki |
| Published in: |
Central European Journal of Operations Research. - Springer. - Vol. 17.2009, 2, p. 159-180
|
| Publisher: |
Springer |
| Subject: | Portfolio selection problem | Stochastic programming | Probability maximization model | Multi-scenario model |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008515691