Recent Developments in Robust Portfolios with a Worst-Case Approach

Journal of Optimization and Applications, Volume 161, Issue 1, April 2014, pp103-121.

Author(s):

Mr Jang Ho Kim

Woo Chang Kim

Journal of Optimization and Applications, Volume 161, Issue 1, April 2014, pp103-121.
Type: Academic publication
Date: le 01/01/2014
Source : Journal of Optimization and Applications

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