"Recent Developments in Robust Portfolios with a Worst-Case Approach."

Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi (2014)

> Home

Details and statistics

DOI: 10.1007/S10957-013-0329-1

access: closed

type: Journal Article

metadata version: 2025-05-31

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jota/KimKF14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jota/KimKF14
Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi:
Recent Developments in Robust Portfolios with a Worst-Case Approach. J. Optim. Theory Appl. 161(1): 103-121 (2014)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.