Robust optimization and portfolio selection : the cost of robustness
Year of publication: |
2011
|
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Authors: | Gregory, Christine ; Darby-Dowman, Ken ; Mitra, Gautam |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 212.2011, 2 (16.7.), p. 417-428
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Robustes Verfahren | Robust statistics |
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