Robust optimization and portfolio selection: The cost of robustness
| Year of publication: |
2011
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|---|---|
| Authors: | Gregory, Christine ; Darby-Dowman, Ken ; Mitra, Gautam |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 212.2011, 2 (16.7.), p. 417-429
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