Portfolio selection under distributional uncertainty: A relative robust CVaR approach
| Year of publication: |
2010
|
|---|---|
| Authors: | Shyshou, Aliaksandr ; Gribkovskaia, Irina ; Barceló, Jaume |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 203.2010, 1 (16.5.), p. 185-195
|