𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The worst-case discounted regret portfolio optimization problem

✍ Scribed by Ji, Ying; Wang, Tienan; Goh, Mark; Zhou, Yong; Zou, Bo


Book ID
124139102
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
334 KB
Volume
239
Category
Article
ISSN
0096-3003

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


On Worst-Case Portfolio Optimization
✍ Korn, Ralf; Steffensen, Mogens πŸ“‚ Article πŸ“… 2007 πŸ› Society for Industrial and Applied Mathematics 🌐 English βš– 240 KB