On worst case portfolio optimization

In: SIAM Journal on Control and Optimization 2007. To appear, 2007

Authors

Ralf Korn
M. Steffensen

BibTeX

 
@Article{ Korn.Steffensen07worst, 
   title = { On worst case portfolio optimization }, 
   author = { Ralf Korn and M. Steffensen },    
   journal = { SIAM Journal on Control and Optimization 2007 },           
   note = { To appear },  
   year = 2007, 
}

This publication belongs to the project OekonoSys.

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r16 - 11 Jul 2007 - TheoHaerder