Robust Worst-Case Optimal Investment

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@article{95c65b073c1f4a9bb00e01817d7d3086,

title = "Robust Worst-Case Optimal Investment",

author = "Sascha Desmettre and Ralf Korn and Peter Ruckdeschal and Seifried, \{Frank Thomas\}",

year = "2014",

month = jul,

doi = "10.1007/s00291-014-0370-y",

language = "English",

volume = "37",

pages = "677--701",

journal = "OR Spectrum",

issn = "1436-6304",

publisher = "Springer Berlin",

number = "3",

}

TY - JOUR

T1 - Robust Worst-Case Optimal Investment

AU - Desmettre, Sascha

AU - Korn, Ralf

AU - Ruckdeschal, Peter

AU - Seifried, Frank Thomas

PY - 2014/7

Y1 - 2014/7

UR - https://www.scopus.com/pages/publications/84931578616

U2 - 10.1007/s00291-014-0370-y

DO - 10.1007/s00291-014-0370-y

M3 - Article

SN - 1436-6304

VL - 37

SP - 677

EP - 701

JO - OR Spectrum

JF - OR Spectrum

IS - 3

ER -