Robust min-max portfolio strategies for rival forecast and risk scenarios
| 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 7174093. - Vol. 24.2000, 11, p. 1591-1622
|