Risk management strategies via minimax portfolio optimization (Q992622)

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Risk management strategies via minimax portfolio optimization
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    title
    Risk management strategies via minimax portfolio optimization (English)
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    author
    George G. Polak
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    David F. Rogers
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    Dennis J. Sweeney
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    publication date
    9 September 2010
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    Mathematics Subject Classification ID
    91B30
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    91G10
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    90C08
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    zbMATH DE Number
    5781848
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    zbMATH Keywords
    investment analysis
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    risk analysis
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    risk management
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    Knightian uncertainty
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    linear programming
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    describes a project that uses
    LINDO
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    LINGO
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    OpenAlex ID
    W2069942651
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    cites work
    The cheapest hedge.
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    Q4457756
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    Q3671749
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