Worst-Case Scenario Portfolio Optimization: a New Stochastic Control Approach

✍ Scribed by Ralf Korn; Olaf Menkens

• Publisher: Springer
• Year: 2005
• Tongue: English
• Weight: 262 KB
• Volume: 62
• Category: Article
• ISSN: 0340-9422
• DOI: 10.1007/s00186-005-0444-3