Recent advancements in robust optimization for investment management
From MaRDI portal
Publication:1621905
DOI10.1007/s10479-017-2573-5zbMath1400.90234MaRDI QIDQ1621905
Publication date: 12 November 2018
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-017-2573-5
90C47: Minimax problems in mathematical programming
90C15: Stochastic programming
91G10: Portfolio theory