Optimal portfolios in the presence of stress scenarios A worst-case approach

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1862-9660
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Optimal portfolios in the presence of stress scenarios A worst-case approach ; day:14 ; month:8 ; year:2021 ; pages:1-33
Mathematics and financial economics ; (14.8.2021), 1-33

Classification
Wirtschaft

Creator
Contributor
SpringerLink (Online service)

DOI
10.1007/s11579-021-00304-2
URN
urn:nbn:de:101:1-2021110318203099819158
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:31 AM CEST

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