Worst-Case Portfolio Optimization under Stochastic Interest Rate Risk

Author： Engler Tina   Korn Ralf  

Publisher： MDPI

E-ISSN： 2227-9091|2|4|469-488

ISSN： 2227-9091

Source： Risks, Vol.2, Iss.4, 2014-12, pp. : 469-488

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