Tracking models and the optimal regret distribution in asset allocation
- 1 September 1992
- journal article
- research article
- Published by Wiley in Applied Stochastic Models and Data Analysis
- Vol. 8 (3), 151-157
- https://doi.org/10.1002/asm.3150080305
Abstract
No abstract availableKeywords
This publication has 1 reference indexed in Scilit:
- Scenario optimizationAnnals of Operations Research, 1991