Robust worst-case optimal investment
Sascha Desmettre; Ralf Korn; Peter Ruckdeschel; Frank Thomas Seifried
| Year of publication: |
2015
|
|---|---|
| Authors: | Desmettre, Sascha ; Korn, Ralf ; Ruckdeschel, Peter ; Seifried, Frank Thomas |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 37.2015, 3, p. 677-701
|
| Subject: | Worst case | Crash scenario | Robust optimization | Knightian uncertainty | Efficiency | Min-max approach | Theorie | Theory | Robustes Verfahren | Robust statistics | Entscheidung unter Unsicherheit | Decision under uncertainty | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011296715