Worst-case Optimal Robust Decisions for Multi-period Portfolio Optimization
| Year of publication: |
2002-07-01
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|---|---|
| Authors: | Gulpinar, Nalan ; Rustem, Berc |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | worst-case analysis | minimax algorithm | multi-stage portfolio optimization |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 377 |
| Classification: | O - Economic Development, Technological Change, and Growth |
| Source: |
Persistent link: https://www.econbiz.de/10005537691