Robust portfolios: contributions from operations research and finance
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Publication:993719
DOI10.1007/S10479-009-0515-6zbMATH Open1233.91243OpenAlexW2134919172MaRDI QIDQ993719FDOQ993719
Authors: Frank J. Fabozzi, Dashan Huang, Guofu Zhou 
Publication date: 20 September 2010
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-009-0515-6
Recommendations
Applications of statistics to actuarial sciences and financial mathematics (62P05) Management decision making, including multiple objectives (90B50) Portfolio theory (91G10)
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