TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION
| Year of publication: |
2010
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|---|---|
| Authors: | Natarajan, Karthik ; Sim, Melvyn ; Uichanco, Joline |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 20.2010, 4, p. 695-732
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