"Robust portfolios that do not tilt factor exposure."

Woo Chang Kim et al. (2014)

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DOI: 10.1016/J.EJOR.2013.03.029

access: closed

type: Journal Article

metadata version: 2023-06-26

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Woo Chang Kim, Min Jeong Kim, Jang Ho Kim, Frank J. Fabozzi:
Robust portfolios that do not tilt factor exposure. Eur. J. Oper. Res. 234(2): 411-421 (2014)

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