Robust optimization and portfolio selection: the cost of robustness
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Publication:421549
DOI10.1016/j.ejor.2011.02.015zbMath1237.91206OpenAlexW3123538377MaRDI QIDQ421549
Gautam Mitra, Christine Gregory, Kenneth Darby-Dowman
Publication date: 14 May 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2011.02.015
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Uses Software
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