Work

Worst-case Optimal Robust Decisions for Multi-period Portfolio Optimization

Year: 2002

Type: article

Source: Computing in Economics and Finance

Authors: Nalân Gülpınar, Berç Rüstem

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: W1541069657

FWCI:

Cites:

Cited by: 8

Related to: 10