Computing Publications

Publications Home » Robust min-max portfolio strategi...

Robust min-max portfolio strategies for rival forecast and risk scenarios

Berc Rustem, Robin Becker, Wolfgang Marty

Journal Article
Journal of Economic Dynamics and Control
pp.1591–1621
2000
PDF of full publication (480 kilobytes)
(need help viewing PDF files?)
BibTEX file for the publication
N.B.
Conditions for downloading publications from this site.
 

pubs.doc.ic.ac.uk: built & maintained by Ashok Argent-Katwala.