"Regularized robust optimization: the optimal portfolio execution case."

Somayeh Moazeni, Thomas F. Coleman, Yuying Li (2013)

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DOI: 10.1007/S10589-012-9526-3

access: closed

type: Journal Article

metadata version: 2023-10-24

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Somayeh Moazeni, Thomas F. Coleman, Yuying Li:
Regularized robust optimization: the optimal portfolio execution case. Comput. Optim. Appl. 55(2): 341-377 (2013)

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