Title of article
Robust min–max portfolio strategies for rival forecast and risk scenarios
Author/Authors
Berc Rustem، نويسنده , , Robin G. Becker، نويسنده , , Wolfgang Marty، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
31
From page
1591
To page
1621
Keywords
Risk management , Robust decisions , Guaranteed return , Portfolio optimisation , Multiple scenarios , Min}max decisions , worst-case analysis
Journal title
Journal of Economic Dynamics and Control
Serial Year
2000
Journal title
Journal of Economic Dynamics and Control
Record number
237830
Link To Document