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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)
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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
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\paper Minimax Optimization of Investment Portfolio by Quantile Criterion
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\pages 117--133
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\transl
\jour Autom. Remote Control
\yr 2003
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\issue 7
\pages 1122--1137
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  • 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
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