Robust reward–risk ratio portfolio optimization
| Year of publication: |
2019
|
|---|---|
| Authors: | Sehgal, Ruchika ; Mehra, Aparna |
| Published in: |
International Transactions in Operational Research. - Wiley, ISSN 1475-3995, ZDB-ID 2019815-2. - Vol. 28.2019, 4 (18.03.), p. 2169-2190
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/itor.12652 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012091885