scientific article; zbMATH DE number 2065136
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Publication:4459801
zbMATH Open1069.91060MaRDI QIDQ4459801FDOQ4459801
Authors: Berç Rustem, Reuben Settergren 
Publication date: 18 May 2004
Title of this publication is not available (Why is that?)
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- Scenario analysis for derivative portfolios via dynamic factor models
- Best-case scenario robust portfolio: evidence from China stock market
- Robust optimal decisions with imprecise forecasts
- On the effectiveness of scenario generation techniques in single-period portfolio optimization
- Scenario-based portfolio model for building robust and proactive strategies
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