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"Robust worst-case optimal investment."

Sascha Desmettre et al. (2015)

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DOI: 10.1007/S00291-014-0370-Y

access: closed

type: Journal Article

metadata version: 2020-03-06

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  - journals/ors/DesmettreKRS15
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  - https://dblp.org/rec/journals/ors/DesmettreKRS15
Sascha Desmettre, Ralf Korn, Peter Ruckdeschel, Frank Thomas Seifried:
Robust worst-case optimal investment. OR Spectr. 37(3): 677-701 (2015)

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