Robust portfolio optimization: a conic programming approach
| Year of publication: |
2012
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|---|---|
| Authors: | Ye, Kai ; Parpas, Panos ; Rustem, Berç |
| Published in: |
Computational Optimization and Applications. - Springer. - Vol. 52.2012, 2, p. 463-481
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| Publisher: |
Springer |
| Subject: | Mean variance optimization | Robust optimization | Conic programming |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010896517