Robuste Portfoliooptimierung: Eine kritische Bestandsaufnahme und ein Vergleich alternativer Verfahren

Ulf Brinkmann ()
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Ulf Brinkmann: Universität Bremen

A chapter in Operations Research Proceedings 2005, 2006, pp 229-234 from Springer

Keywords: Asset Allocation; Stochastic Program Model; Financial Analyst Journal; Global Portfolio; Folio Optimization (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:oprchp:978-3-540-32539-0_37

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DOI: 10.1007/3-540-32539-5_37

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