Robust scenario optimization based on downside-risk measure for multi-period portfolio selection

✍ Scribed by Mustafa Ç. Pınar

• Publisher: Springer
• Year: 2006
• Tongue: German
• Weight: 203 KB
• Volume: 29
• Category: Article
• ISSN: 0171-6468
• DOI: 10.1007/s00291-005-0023-2