Robust Portfolio Control with Stochastic Factor Dynamics
| Year of publication: |
2013
|
|---|---|
| Authors: | Glasserman, Paul ; Xu, Xingbo |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 61.2013, 4, p. 874-893
|