On Worst Case Portfolio Optimization
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | SIAM Journal on Control and Optimization |
| Volume | 46 |
| Issue number | 6 |
| Pages (from-to) | 2013-2030 |
| Number of pages | 17 |
| ISSN | 0363-0129 |
| Publication status | Published - 2007 |
ID: 3903966