Article citationsMore>>

Korn, R. and Menkens, O. (2005) Worst-Case Scenario Portfolio Optimization: A New Stochastic Control Approach. Mathematical Methods of Operations Research, 62, 123-140.

has been cited by the following article:

Follow SCIRP
Twitter Facebook Linkedin Weibo
Contact us
WhatsApp +86 18163351462(WhatsApp)
Click here to send a message to me 1655362766
Paper Publishing WeChat
Free SCIRP Newsletters
Copyright © 2006-2021 Scientific Research Publishing Inc. All Rights Reserved.