Worst-case robust decisions for multi-period mean–variance portfolio optimization
| Year of publication: |
2007
|
|---|---|
| Authors: | Gülpınar, Nalan ; Rustem, Berç |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 183.2007, 3, p. 981-1000
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