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1 Ergebnisse
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Robust Bond Portfolio Construction via Convex–Concave Saddl..:
Luxenberg, Eric
;
Schiele, Philipp
;
Boyd, Stephen
Journal of Optimization Theory and Applications. 201 (2024) 3 - p. 1089-1115 , 2024
Link:
https://doi.org/10.1007/s10957-024-02436-z
RT Journal T1 <Title>Robust Bond Portfolio Construction via Convex–Concave Saddle Point Optimization</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s10957-024-02436-z&Exemplar=1&LAN=DE A1 Luxenberg, Eric A1 Schiele, Philipp A1 Boyd, Stephen PB Springer Science and Business Media LLC YR 2024 SN 0022-3239 SN 1573-2878 JF Journal of Optimization Theory and Applications VO 201 IS 3 SP 1089 OP 1115 LK http://dx.doi.org/https://doi.org/10.1007/s10957-024-02436-z DO https://doi.org/10.1007/s10957-024-02436-z SF ELIB - SuUB Bremen
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