Investigating the effectiveness of robust portfolio optimization techniques
Gianfranco Guastaroba; Gautam Mitra; M. Grazia Speranza
| Year of publication: |
2011
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|---|---|
| Authors: | Guastaroba, Gianfranco ; Mitra, Gautam ; Speranza, M. Grazia |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 12.2011, 4, p. 260-280
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009871110