Robust min-max portfolio strategies for rival forecast and risk scenarios
From MaRDI portal
Publication:1583147
DOI10.1016/S0165-1889(99)00088-3zbMath0967.91026MaRDI QIDQ1583147
R. G. Becker, Wolfgang Marty, Berc Rustem
Publication date: 26 October 2000
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
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