On Worst Case Portfolio Optimization

16 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	SIAM Journal on Control and Optimization
Vol/bind	46
Udgave nummer	6
Sider (fra-til)	2013-2030
Antal sider	17
ISSN	0363-0129
Status	Udgivet - 2007

Citationsformater

@article{d1c98b00168911ddbee902004c4f4f50,

title = "On Worst Case Portfolio Optimization",

author = "Mogens Steffensen and Ralf Korn",

year = "2007",

language = "English",

volume = "46",

pages = "2013--2030",

journal = "SIAM Journal on Control and Optimization",

issn = "0363-0129",

publisher = "Society for Industrial and Applied Mathematics",

number = "6",

}