Robust portfolio selection using linear-matrix inequalities
| Year of publication: |
2002
|
|---|---|
| Authors: | Costa, O. L. V. ; Paiva, A. C. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 26.2002, 6, p. 889-909
|
| Publisher: |
Elsevier |