Risk management strategies via minimax portfolio optimization
George G. Polak; David F. Rogers; Dennis J. Sweeney
| Year of publication: |
2010
|
|---|---|
| Authors: | Polak, George G. ; Rogers, David F. ; Sweeney, Dennis J. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 207.2010, 1 (16.11.), p. 409-419
|
| Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003997271