A review on ambiguity in stochastic portfolio optimization

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Publication:1711083

DOI10.1007/s11228-017-0458-zzbMath1416.90026OpenAlexW2767515154WikidataQ59607524 ScholiaQ59607524MaRDI QIDQ1711083

Mathias Pohl, Georg Ch. Pflug

Publication date: 16 January 2019

Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11228-017-0458-z



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