On Worst Case Portfolio Optimization
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Standard
On Worst Case Portfolio Optimization. / Steffensen, Mogens; Korn, Ralf.
I: SIAM Journal on Control and Optimization, Bind 46, Nr. 6, 2007, s. 2013-2030.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Steffensen, M & Korn, R 2007, 'On Worst Case Portfolio Optimization', SIAM Journal on Control and Optimization, bind 46, nr. 6, s. 2013-2030.
APA
Steffensen, M., & Korn, R. (2007). On Worst Case Portfolio Optimization. SIAM Journal on Control and Optimization, 46(6), 2013-2030.
Vancouver
Steffensen M, Korn R. On Worst Case Portfolio Optimization. SIAM Journal on Control and Optimization. 2007;46(6):2013-2030.
Author
Bibtex
@article{d1c98b00168911ddbee902004c4f4f50,
title = "On Worst Case Portfolio Optimization",
author = "Mogens Steffensen and Ralf Korn",
year = "2007",
language = "English",
volume = "46",
pages = "2013--2030",
journal = "SIAM Journal on Control and Optimization",
issn = "0363-0129",
publisher = "Society for Industrial and Applied Mathematics",
number = "6",
}
RIS
TY - JOUR
T1 - On Worst Case Portfolio Optimization
AU - Steffensen, Mogens
AU - Korn, Ralf
PY - 2007
Y1 - 2007
M3 - Journal article
VL - 46
SP - 2013
EP - 2030
JO - SIAM Journal on Control and Optimization
JF - SIAM Journal on Control and Optimization
SN - 0363-0129
IS - 6
ER -
ID: 3903966