Robust Investment Management with Uncertainty in Fund Managers’ Asset Allocation

Author: Dong Yang   Thiele Aurélie  

Publisher: Edp Sciences

E-ISSN: 1290-3868|49|4|821-844

ISSN: 0399-0559

Source: RAIRO - Operations Research, Vol.49, Iss.4, 2015-05, pp. : 821-844

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract