Subject
Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference57 articles.
1. A quartet of semigroups for model specification, robustness, prices of risk, and model detection;Anderson;Journal of the European Economic Association,2003
2. Homothetic robust preferences;Balter,2018
3. Dynamic mean-variance asset allocation;Basak;Review of Financial Studies,2010
4. Robust optimization;Ben-Tal,2009
5. Robust modeling of multi-stage portfolio problems;Ben-Tal,2000
Cited by
21 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献