On Worst Case Portfolio Optimization
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
On Worst Case Portfolio Optimization. / Steffensen, Mogens; Korn, Ralf.
In: SIAM Journal on Control and Optimization, Vol. 46, No. 6, 2007, p. 2013-2030.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Steffensen, M & Korn, R 2007, 'On Worst Case Portfolio Optimization', SIAM Journal on Control and Optimization, vol. 46, no. 6, pp. 2013-2030.
APA
Steffensen, M., & Korn, R. (2007). On Worst Case Portfolio Optimization. SIAM Journal on Control and Optimization, 46(6), 2013-2030.
Vancouver
Steffensen M, Korn R. On Worst Case Portfolio Optimization. SIAM Journal on Control and Optimization. 2007;46(6):2013-2030.
Author
Bibtex
@article{d1c98b00168911ddbee902004c4f4f50,
title = "On Worst Case Portfolio Optimization",
author = "Mogens Steffensen and Ralf Korn",
year = "2007",
language = "English",
volume = "46",
pages = "2013--2030",
journal = "SIAM Journal on Control and Optimization",
issn = "0363-0129",
publisher = "Society for Industrial and Applied Mathematics",
number = "6",
}
RIS
TY - JOUR
T1 - On Worst Case Portfolio Optimization
AU - Steffensen, Mogens
AU - Korn, Ralf
PY - 2007
Y1 - 2007
M3 - Journal article
VL - 46
SP - 2013
EP - 2030
JO - SIAM Journal on Control and Optimization
JF - SIAM Journal on Control and Optimization
SN - 0363-0129
IS - 6
ER -
ID: 3903966