"Portfolio optimization with pw-robustness."

Virginie Gabrel, Cécile Murat, Aurélie Thiele (2018)

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DOI: 10.1007/S13675-018-0096-8

access: closed

type: Journal Article

metadata version: 2020-06-16

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Virginie Gabrel, Cécile Murat, Aurélie Thiele:
Portfolio optimization with pw-robustness. EURO J. Comput. Optim. 6(3): 267-290 (2018)

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