WORST-CASE PORTFOLIO OPTIMIZATION IN A MARKET WITH BUBBLES
BELAK, CHRISTOPH, CHRISTENSEN, SÖREN, MENKENS, OLAFVolume:
19
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024916500096
Date:
March, 2016
File:
PDF, 520 KB
english, 2016