A log-robust optimization approach to portfolio management
| Year of publication: |
2010
|
|---|---|
| Authors: | Kawas, Ban ; Thiele, Aurélie |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 20738857. - Vol. 33.2010, 1, p. 207-234
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