Robust portfolio decisions for financial institutions (Q1714474)
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scientific article; zbMATH DE number 7010514
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| default for all languages | No label defined |
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| English | Robust portfolio decisions for financial institutions |
scientific article; zbMATH DE number 7010514 |
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Robust portfolio decisions for financial institutions (English)
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1 February 2019
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robust optimization
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portfolio management
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Bellman-Isaacs equation
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stochastic differential games
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0.88728696
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0.88728696
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0.8834773
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0.87506706
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0.8722952
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