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  4. Worst-case scenario portfolio optimization
 
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2005
Journal Article
Title

Worst-case scenario portfolio optimization

Title Supplement
A new stochastic control approach
Author(s)
Korn, R.
Menkens, O.
Journal
Mathematical methods of operations research  
Open Access
DOI
10.1007/s00186-005-0444-3
Additional full text version
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English
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