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Is being "robust" beneficial? : a perspective from the Indian market
Girach, Mohammed Bilal
;
Oberoi, Shashank
;
Chakrabarty, …
- In:
Asia Pacific financial markets
28
(
2021
)
4
,
pp. 469-497
Persistent link: https://www.econbiz.de/10012697495
Saved in:
2
Can robust optimization offer improved portfolio performance? : an empirical study of Indian market
Oberoi, Shashank
;
Girach, Mohammed Bilal
;
Chakrabarty, …
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 611-630
Persistent link: https://www.econbiz.de/10012418857
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