Robust min-max portfolio strategies for rival forecast and risk scenarios
Berç Rustem; Robin G. Becker; Wolfgang Marty
| Year of publication: |
2000
|
|---|---|
| Authors: | Rustem, Berç ; Becker, Robin G. ; Marty, Wolfgang |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 24.2000, 11/12, p. 1591-1621
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of economic dynamics & control |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001508754