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"Robust stock and bond allocation with end-of-horizon effects."

Michael Dziecichowicz, Aurélie C. Thiele (2019)

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DOI: 10.1051/RO/2017066

access: closed

type: Journal Article

metadata version: 2020-09-02

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  - journals/rairo/DziecichowiczT19
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  - https://dblp.org/rec/journals/rairo/DziecichowiczT19
Michael Dziecichowicz, Aurélie C. Thiele:
Robust stock and bond allocation with end-of-horizon effects. RAIRO Oper. Res. 53(1): 1-28 (2019)

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