Robust equity portfolio performance
From MaRDI portal
Publication:1621912
DOI10.1007/s10479-017-2739-1zbMath1400.90235MaRDI QIDQ1621912
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/s10479-017-2739-1
90C47: Minimax problems in mathematical programming
90C15: Stochastic programming
91G10: Portfolio theory