Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection
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Publication:3225916
DOI10.1287/opre.1110.0950zbMath1233.91236OpenAlexW1984657403MaRDI QIDQ3225916
Li Chen, Simai He, Shu-Zhong Zhang
Publication date: 26 March 2012
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/92a91b46483b6629fe4720a28573502f9d705092
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