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

Ralf Korn, Olaf Menkens (2005)

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DOI: 10.1007/S00186-005-0444-3

access: closed

type: Journal Article

metadata version: 2020-03-03

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Ralf Korn, Olaf Menkens:
Worst-Case Scenario Portfolio Optimization: a New Stochastic Control Approach. Math. Methods Oper. Res. 62(1): 123-140 (2005)

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