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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
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Author(s)
Korn, R.
Menkens, O.
Journal
Mathematical methods of operations research
Open Access
DOI
10.1007/s00186-005-0444-3
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English
Fraunhofer-Institut für Techno- und Wirtschaftsmathematik ITWM