Robust min-max portfolio strategies for rival forecast and risk scenarios (Q1583147)
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scientific article; zbMATH DE number 1521680
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| English | Robust min-max portfolio strategies for rival forecast and risk scenarios |
scientific article; zbMATH DE number 1521680 |
Statements
Robust min-max portfolio strategies for rival forecast and risk scenarios (English)
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26 October 2000
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risk scenarios
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portfolio
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min-max strategy
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robustness
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0.8379127383232117
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0.8355725407600403
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0.8104338049888611
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0.8044540882110596
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