Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
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Publication:319614
DOI10.1016/j.ejor.2015.03.017zbMath1346.91219OpenAlexW2131498009MaRDI QIDQ319614
Publication date: 6 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.03.017
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Uses Software
Cites Work
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