Robust portfolio asset allocation and risk measures

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Publication:5919995


DOI10.1007/s10479-012-1266-3zbMath1269.91081MaRDI QIDQ5919995

Raffaella Recchia, Maria Grazia Scutellà

Publication date: 8 August 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-012-1266-3


90C15: Stochastic programming

91G10: Portfolio theory


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