Worst Case Portfolio Optimization and HJB-Systems.
Research output: Working paper › Research
Standard
Worst Case Portfolio Optimization and HJB-Systems. / Korn, Ralf; Steffensen, Mogens.
Laboratory of Actuarial Mathematics / Copenhagen University : <Forlag uden navn>, 2006. p. 1-17.Research output: Working paper › Research
Harvard
Korn, R & Steffensen, M 2006 'Worst Case Portfolio Optimization and HJB-Systems.' <Forlag uden navn>, Laboratory of Actuarial Mathematics / Copenhagen University, pp. 1-17.
APA
Korn, R., & Steffensen, M. (2006). Worst Case Portfolio Optimization and HJB-Systems. (pp. 1-17). <Forlag uden navn>.
Vancouver
Korn R, Steffensen M. Worst Case Portfolio Optimization and HJB-Systems. Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>. 2006, p. 1-17.
Author
Bibtex
@techreport{9bce1e506c3711dcbee902004c4f4f50,
title = "Worst Case Portfolio Optimization and HJB-Systems.",
author = "Ralf Korn and Mogens Steffensen",
year = "2006",
language = "English",
isbn = "87-91927-02-1",
pages = "1--17",
publisher = "<Forlag uden navn>",
type = "WorkingPaper",
institution = "<Forlag uden navn>",
}
RIS
TY - UNPB
T1 - Worst Case Portfolio Optimization and HJB-Systems.
AU - Korn, Ralf
AU - Steffensen, Mogens
PY - 2006
Y1 - 2006
M3 - Working paper
SN - 87-91927-02-1
SP - 1
EP - 17
BT - Worst Case Portfolio Optimization and HJB-Systems.
PB - <Forlag uden navn>
CY - Laboratory of Actuarial Mathematics / Copenhagen University
ER -
ID: 1106859