"Robust multi-period portfolio selection based on downside risk with ..."

Aifan Ling, Jie Sun, Meihua Wang (2020)

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DOI: 10.1016/J.EJOR.2019.01.012

access: closed

type: Journal Article

metadata version: 2020-06-15

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Aifan Ling, Jie Sun, Meihua Wang:
Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set. Eur. J. Oper. Res. 285(1): 81-95 (2020)

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