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Portfolio optimization with pw-robustness:
Gabrel, Virginie
;
Murat, Cécile
;
Thiele, aurélie
EURO Journal on Computational Optimization. 6 (2018) 3 - p. 267-290 , 2018
Link:
https://doi.org/10.1007/s13675-018-0096-8
RT Journal T1 <Title>Portfolio optimization with pw-robustness</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s13675-018-0096-8&Exemplar=1&LAN=DE A1 Gabrel, Virginie A1 Murat, Cécile A1 Thiele, aurélie PB Elsevier BV YR 2018 SN 2192-4406 JF EURO Journal on Computational Optimization VO 6 IS 3 SP 267 OP 290 LK http://dx.doi.org/https://doi.org/10.1007/s13675-018-0096-8 DO https://doi.org/10.1007/s13675-018-0096-8 SF ELIB - SuUB Bremen
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