Work

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

Year: 2000

Type: article

Source: Journal of Economic Dynamics and Control

DOI: 10.1016/s0165-1889(99)00088-3

Authors: Berç Rustem, Robin G. Becker, Wolfgang Marty

Institutions: Imperial College London, Warburg Institute

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2131500511

FWCI: 4.861

Cites: 38

Cited by: 83

Related to: 10