"Optimal Asset Allocation: A Worst Scenario Expectation Approach."

Fei Lung Yuen, Hailiang Yang (2012)

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DOI: 10.1007/S10957-011-9972-6

access: closed

type: Journal Article

metadata version: 2020-04-07

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Fei Lung Yuen, Hailiang Yang:
Optimal Asset Allocation: A Worst Scenario Expectation Approach. J. Optim. Theory Appl. 153(3): 794-811 (2012)

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