Worst Case Portfolio Optimization and HJB-Systems.

Original language	English
Place of Publication	Laboratory of Actuarial Mathematics / Copenhagen University
Publisher	<Forlag uden navn>
Pages	1-17
ISBN (Print)	87-91927-02-1
Publication status	Published - 2006

Cite this

@techreport{9bce1e506c3711dcbee902004c4f4f50,

title = "Worst Case Portfolio Optimization and HJB-Systems.",

author = "Ralf Korn and Mogens Steffensen",

year = "2006",

language = "English",

isbn = "87-91927-02-1",

pages = "1--17",

publisher = "<Forlag uden navn>",

type = "WorkingPaper",

institution = "<Forlag uden navn>",

}