DOI10.1016/S0893-9659(03)00071-5zbMath1076.91016MaRDI QIDQ1431868
D. Massart
Publication date: 11 June 2004 Published in: Applied Mathematics Letters (Search for Journal in Brave)
zbMATH Keywords
Portfolio selection; Robust solution; Mean-variance analysis; Multiple objective problem
Mathematics Subject Classification ID
90C29: Multi-objective and goal programming
91G10: Portfolio theory