The practice of portfolio replication. A practical overview of forward and inverse problems
type: Item
instance of: scholarly article
title: The practice of portfolio replication. A practical overview of forward and inverse problems
zbMATH Open document ID: 0920.90006
DOI: 10.1023/A:1018977929028
author: Dan Rosen
author: Ron S. Dembo
published in: Annals of Operations Research
publication date: 1999-05-27T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1292476
zbMATH Keywords: portfolio replication
zbMATH Keywords: scenario approach
MaRDI profile type: Publication
full work available at URL: a:1018977929028
OpenAlex ID: W191916690
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description: scientific article; zbMATH DE number 1292476