Robust portfolios : contributions from operations research and finance
Frank J. Fabozzi; Dashan Huang; Guofu Zhou
| Year of publication: |
2010
|
|---|---|
| Authors: | Fabozzi, Frank J. ; Huang, Dashan ; Zhou, Guofu |
| Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 176.2010, p. 191-220
|
| Subject: | Operations Research | Operations research | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003964880