Publication:3162687
From MaRDI portal
zbMath1203.91004MaRDI QIDQ3162687
Publication date: 21 October 2010
91G70: Statistical methods; risk measures
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
91G10: Portfolio theory
Related Items
Distributed optimisation of a portfolio's omega, Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method