Worst-case robust decisions for multi-period mean-variance portfolio optimization
| Year of publication: |
2007
|
|---|---|
| Authors: | Gulpinar, Nalan ; Rustem, Berc |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 183.2007, 3, p. 981-1000
|
| Publisher: |
Elsevier |