Worst-case portfolio optimization in discrete time
Crossref DOI link: https://doi.org/10.1007/s00186-019-00668-8
Published Online: 2019-04-30
Published Print: 2019-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, Lihua
Korn, Ralf http://orcid.org/0000-0002-9123-3883
Text and Data Mining valid from 2019-04-30
Article History
Received: 5 September 2018
Accepted: 19 April 2019
First Online: 30 April 2019