Ambiguity in portfolio selection

Quantitative Finance

Volumn 7, Issue 4, 2007, Pages 435-442

  Pflug, Georg ^a   Wozabal, David ^a  

^a UNIVERSITY OF VIENNA   (Austria)

Author keywords

Minimax; Portfolio optimization; Robustness

Indexed keywords

EID: 34548329237     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680701455410     Document Type: Article

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