scientific article
From MaRDI portal
Publication:3162687
zbMath1203.91004MaRDI QIDQ3162687
Publication date: 21 October 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10)
Related Items (2)
Distributed optimisation of a portfolio's omega ⋮ Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method
This page was built for publication:
