Robust portfolio selection with uncertain exit time using worst-case VaR strategy

✍ Scribed by Dashan Huang; Frank J. Fabozzi; Masao Fukushima

• Book ID: 103877799
• Publisher: Elsevier Science
• Year: 2007
• Tongue: English
• Weight: 185 KB
• Volume: 35
• Category: Article
• ISSN: 0167-6377
• DOI: 10.1016/j.orl.2006.10.005