Recent advancements in robust optimization for investment management

Annals of Operations Research, July 2018, Volume 266, Issue 1–2, pp 183–198

Author(s):

Jang Ho Kim

Department of Industrial and Management Systems Engineering, Kyung Hee University, Yongin-si, Republic of Korea

Woo Chang Kim

Department of Industrial and Systems Engineering, Korea Advanced Institute of Science and Technology (KAIST), Yuseong-gu, Republic of Korea

Frank J. Fabozzi

EDHEC Business School

Annals of Operations Research, July 2018, Volume 266, Issue 1–2, pp 183–198

Type: Academic publication
Date: le 04/07/2018
Research Cluster : Finance
Source : Annals of Operations Research

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