✦ LIBER ✦
A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation
✍ Scribed by Yonggan Zhao; William T. Ziemba
- Publisher
- Springer-Verlag
- Year
- 2001
- Tongue
- English
- Weight
- 117 KB
- Volume
- 89
- Category
- Article
- ISSN
- 0025-5610
No coin nor oath required. For personal study only.