OPTIMAL INVESTMENT UNDER PARTIAL INFORMATION AND ROBUST VAR-TYPE CONSTRAINT (Q6182055)
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scientific article; zbMATH DE number 7793176
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL INVESTMENT UNDER PARTIAL INFORMATION AND ROBUST VAR-TYPE CONSTRAINT |
scientific article; zbMATH DE number 7793176 |
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OPTIMAL INVESTMENT UNDER PARTIAL INFORMATION AND ROBUST VAR-TYPE CONSTRAINT (English)
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23 January 2024
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uncertainty about drift
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value-at-risk-based regulation
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risk management
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