Robust Optimization of Currency Portfolios

AuthID
P-015-7GP
4
Author(s)
Zymler S.
·
Wiesemann W.
·
Rustem B.
Document Type
Article
Year published
2011
Published
in Journal of Computational Finance, ISSN: 14601559
Volume: 15, Issue: 1, Pages: 3-30 (27)
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Publication Identifiers
SCOPUS: 2-s2.0-79958784193
Source Identifiers
ISSN: 14601559
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