Minimax optimization of investment portfolio by quantile criterion
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Publication:2487624
DOI10.1023/A:1024738302885zbMath1115.91337OpenAlexW1569082533MaRDI QIDQ2487624
E. N. Platonov, K. V. Semenikhin, Alexei R. Pankov
Publication date: 8 August 2005
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1024738302885
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