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Robuste Portfoliooptimierung: Eine kritische Bestandsaufnahme und ein Vergleich alternativer Verfahren

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Part of the book series: Operations Research Proceedings ((ORP,volume 2005))

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Literaturverzeichnis

  1. Black F, Litterman R (1992) Global Portfolio Optimization Financial Analysts Journal 48:28–43

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Author information

Authors and Affiliations

  1. Fachbereich 7, Wirtschaftswissenschaft, Lehrstuhl für Finanzwirtschaft, Universität Bremen, Hochschulring 4, 28359, Bremen

    Ulf Brinkmann

Authors
  1. Ulf Brinkmann
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Editor information

Editors and Affiliations

  1. Institute of Shipping Economics and Logistics Dept. Logistics Systems, University of Bremen, Universitätsallee GW1 Block A, 28359, Bremen, Germany

    Hans-Dietrich Haasis

  2. Faculty of Business Studies and Economics Chair of Logistics, University of Bremen, PO Box 33 04 40, 28334, Bremen, Germany

    Herbert Kopfer  & Jörn Schönberger  & 

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© 2006 Springer-Verlag Berlin Heidelberg

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Brinkmann, U. (2006). Robuste Portfoliooptimierung: Eine kritische Bestandsaufnahme und ein Vergleich alternativer Verfahren. In: Haasis, HD., Kopfer, H., Schönberger, J. (eds) Operations Research Proceedings 2005. Operations Research Proceedings, vol 2005. Springer, Berlin, Heidelberg . https://doi.org/10.1007/3-540-32539-5_37

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