scientific article; zbMATH DE number 2065136
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Publication:4459801
zbMATH Open1069.91060MaRDI QIDQ4459801FDOQ4459801
Reuben Settergren, Berç Rustem
Publication date: 18 May 2004
Title of this publication is not available (Why is that?)
Minimax problems in mathematical programming (90C47) Abstract computational complexity for mathematical programming problems (90C60)
Cited In (6)
- Robust min-max portfolio strategies for rival forecast and risk scenarios
- Scenario optimization asset and liability modelling for individual investors
- 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
- Scenario-based portfolio model for building robust and proactive strategies
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