Robust Portfolio Optimization: A Conic Programming Approach
| Year of publication: |
2009-11-03
|
|---|---|
| Authors: | Ye, Kai ; Parpas, Panos ; Rustem, Berc |
| Institutions: | COMISEF |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 015 25 pages |
| Source: |
Persistent link: https://www.econbiz.de/10008491703