Avtomatika i Telemekhanika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Avtomat. i Telemekh.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Avtomatika i Telemekhanika, 2003, Issue 7, Pages 117–133 (Mi at1913)  
This article is cited in 13 scientific papers (total 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)
Full-text PDF (290 kB) Citations (13)
References:
PDF
HTML
Presented by the member of Editorial Board: A. I. Kibzun

Received: 16.10.2002
English version:
Automation and Remote Control, 2003, Volume 64, Issue 7, Pages 1122–1137
DOI: https://doi.org/10.1023/A:1024738302885
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. R. Pankov, E. N. Platonov, K. V. Siemenikhin, “Minimax Optimization of Investment Portfolio by Quantile Criterion”, Avtomat. i Telemekh., 2003, no. 7, 117–133; Autom. Remote Control, 64:7 (2003), 1122–1137
Citation in format AMSBIB
\Bibitem{PanPlaSem03}
\by A.~R.~Pankov, E.~N.~Platonov, K.~V.~Siemenikhin
\paper Minimax Optimization of Investment Portfolio by Quantile Criterion
\jour Avtomat. i Telemekh.
\yr 2003
\issue 7
\pages 117--133
\mathnet{http://mi.mathnet.ru/at1913}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2093390}
\zmath{https://zbmath.org/?q=an:1115.91337}
\transl
\jour Autom. Remote Control
\yr 2003
\vol 64
\issue 7
\pages 1122--1137
\crossref{https://doi.org/10.1023/A:1024738302885}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000184616900013}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84904240161}
Linking options:
  • https://www.mathnet.ru/eng/at1913
  • https://www.mathnet.ru/eng/at/y2003/i7/p117
    • This publication is cited in the following 13 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Avtomatika i Telemekhanika
    Statistics & downloads:
    Abstract page:413
    Full-text PDF :133
    References:61
    First page:2
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024