Worst-Case Scenario Portfolio Optimization: a New Stochastic Control Approach
| Year of publication: |
2005
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|---|---|
| Authors: | Korn, Ralf ; Menkens, Olaf |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 62.2005, 1, p. 123-140
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