"Robust optimization and portfolio selection: The cost of robustness."

Christine Gregory, Ken Darby-Dowman, Gautam Mitra (2011)

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DOI: 10.1016/J.EJOR.2011.02.015

access: closed

type: Journal Article

metadata version: 2020-02-21

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Christine Gregory, Ken Darby-Dowman, Gautam Mitra:
Robust optimization and portfolio selection: The cost of robustness. Eur. J. Oper. Res. 212(2): 417-428 (2011)

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