"Across-time risk-aware strategies for outperforming a benchmark."

Pieter M. van Staden, Peter A. Forsyth, Yuying Li (2024)

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DOI: 10.1016/J.EJOR.2023.08.028

access: closed

type: Journal Article

metadata version: 2023-12-10

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Pieter M. van Staden, Peter A. Forsyth, Yuying Li:
Across-time risk-aware strategies for outperforming a benchmark. Eur. J. Oper. Res. 313(2): 776-800 (2024)

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