Robust min-max portfolio strategies for rival forecast and risk scenarios
type: Item
instance of: scholarly article
title: Robust min-max portfolio strategies for rival forecast and risk scenarios
zbMATH Open document ID: 0967.91026
DOI: 10.1016/S0165-1889(99)00088-3
author: R. G. Becker
author: Berç Rustem
author: Wolfgang Marty
publication date: 2000-10-26T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 1521680
zbMATH Keywords: risk scenarios
zbMATH Keywords: portfolio
zbMATH Keywords: min-max strategy
zbMATH Keywords: robustness
MaRDI profile type: Publication
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published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 1521680