Robust portfolio optimization with derivative insurance guarantees
| Year of publication: |
2011
|
|---|---|
| Authors: | Zymler, Steve ; Rustem, Berç ; Kuhn, Daniel |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 210.2011, 2 (16.4.), p. 410-425
|