scientific article; zbMATH DE number 6178710

zbMath1274.91386MaRDI QIDQ4926440

Yan Zeng, Zhilin Kang

Publication date: 20 June 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical exampleoptimal strategy\(l_\infty\) risk measureupper limit of investment

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Portfolio theory (91G10)

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