Robust Worst-Case Optimal Investment
Copyright policy ) Sascha Desmettre; Ralf Korn; Peter Ruckdeschel; Frank Thomas Seifried;
Robust Worst-Case Optimal Investment
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- University of Trier Germany
- Fraunhofer Society Germany
- Carl von Ossietzky University of Oldenburg Germany
- Fraunhofer Institute for Industrial Mathematics Germany
- University of Kaiserslautern Germany
Applications of statistics to actuarial sciences and financial mathematics, Portfolio theory, efficiency, Minimax procedures in statistical decision theory, crash scenario, knightian uncertainty, Optimal stochastic control, robust optimization, min-max approach, worst case
Applications of statistics to actuarial sciences and financial mathematics, Portfolio theory, efficiency, Minimax procedures in statistical decision theory, crash scenario, knightian uncertainty, Optimal stochastic control, robust optimization, min-max approach, worst case
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).12 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Top 10% influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Average impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Average
selected citations
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These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
Citations provided by BIP!popularityPopularity provided by BIP!
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
Popularity provided by BIP! 12
Top 10%
Average
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