"Worst-case portfolio optimization in discrete time."

Lihua Chen, Ralf Korn (2019)

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DOI: 10.1007/S00186-019-00668-8

access: closed

type: Journal Article

metadata version: 2025-01-19

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Lihua Chen, Ralf Korn:
Worst-case portfolio optimization in discrete time. Math. Methods Oper. Res. 90(2): 197-227 (2019)

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