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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