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Scutella et al., 2013 - Google Patents

Robust portfolio asset allocation and risk measures

Scutella et al., 2013

Document ID
10713466426322694112
Author
Scutella M
Recchia R
Publication year
Publication venue
Annals of Operations Research

External Links

Snippet

Many financial optimization problems involve future values of security prices, interest rates and exchange rates which are not known in advance, but can only be forecast or estimated. Several methodologies have therefore been proposed to handle the uncertainty in financial …
Continue reading at link.springer.com (other versions)

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