OPTIMAL INVESTMENT UNDER PARTIAL INFORMATION AND ROBUST VAR-TYPE CONSTRAINT (Q6182055)
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scientific article; zbMATH DE number 7793176
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| default for all languages | No label defined |
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| English | OPTIMAL INVESTMENT UNDER PARTIAL INFORMATION AND ROBUST VAR-TYPE CONSTRAINT |
scientific article; zbMATH DE number 7793176 |
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OPTIMAL INVESTMENT UNDER PARTIAL INFORMATION AND ROBUST VAR-TYPE CONSTRAINT (English)
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23 January 2024
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uncertainty about drift
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value-at-risk-based regulation
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risk management
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0.8049471378326416
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0.7990960478782654
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0.7974202036857605
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0.7961035966873169
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