✦ LIBER ✦

Robust Asset Allocation

✍ Scribed by R.H. Tütüncü; M. Koenig

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

ROBUST ASSET ALLOCATION WITH BENCHMARKED

✍ Andrew E. B. Lim; J. George Shanthikumar; Thaisiri Watewai 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 397 KB

Robust portfolio asset allocation and ri

✍ Scutellà, Maria Grazia; Recchia, Raffaella 📂 Article 📅 2013 🏛 Springer US 🌐 English ⚖ 797 KB

On the robustness of risk-based asset al

✍ Thorsten Poddig, Albina Unger 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 520 KB

Robust portfolio asset

✍ Maria Grazia Scutellà; Raffaella Recchia 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 303 KB

Risk sensitive asset allocation

✍ Tomasz R. Bielecki; Stanley R. Pliska; Michael Sherris 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 328 KB

Jumps and Dynamic Asset Allocation

✍ Liuren Wu 📂 Article 📅 2003 🏛 Springer US 🌐 English ⚖ 208 KB