This article is cited in 13 papers

Risks in Economics and Financing

Minimax Optimization of Investment Portfolio by Quantile Criterion

A. R. Pankov, E. N. Platonov, K. V. Siemenikhin

Moscow Aviation Institute (State University of Aerospace Technologies)

Presented by the member of Editorial Board: A. I. Kibzun

Received: 16.10.2002

 English version: Automation and Remote Control, 2003, 64:7, 1122–1137

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