"Robust portfolio optimization: a conic programming approach."

Kai Ye, Panos Parpas, Berç Rustem (2012)

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DOI: 10.1007/S10589-011-9419-X

access: closed

type: Journal Article

metadata version: 2020-07-14

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Kai Ye, Panos Parpas, Berç Rustem:
Robust portfolio optimization: a conic programming approach. Comput. Optim. Appl. 52(2): 463-481 (2012)

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