"Risk management strategies via minimax portfolio optimization."

George G. Polak, David F. Rogers, Dennis J. Sweeney (2010)

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DOI: 10.1016/J.EJOR.2010.04.025

access: closed

type: Journal Article

metadata version: 2021-10-14

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George G. Polak, David F. Rogers, Dennis J. Sweeney:
Risk management strategies via minimax portfolio optimization. Eur. J. Oper. Res. 207(1): 409-419 (2010)

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