Risk management strategies via minimax portfolio optimization
| 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 2430034. - Vol. 207.2010, 1 (16.11.), p. 409-420
|