Robust ranking and portfolio optimization
| Year of publication: |
2012
|
|---|---|
| Authors: | Nguyen, Tri-Dung ; Lo, Andrew W. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 221.2012, 2 (1.9.), p. 407-417
|