"Recent Developments in Robust Portfolios with a Worst-Case Approach."

Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi (2014)

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DOI: 10.1007/S10957-013-0329-1

access: closed

type: Journal Article

metadata version: 2023-06-26

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Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi:
Recent Developments in Robust Portfolios with a Worst-Case Approach. J. Optim. Theory Appl. 161(1): 103-121 (2014)

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