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Portfolio optimization
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Thiele, Aurélie
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EURO journal on computational optimization
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Robust investment management with uncertainty in fund managers' asset allocation
Dong, Yang
;
Thiele, Aurélie
- In:
RAIRO / Operations research
49
(
2015
)
4
,
pp. 821-844
Persistent link: https://www.econbiz.de/10011547056
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Portfolio optimization with pw-robustness
Gabrel, Virginie
;
Murat, Cécile
;
Thiele, Aurélie
- In:
EURO journal on computational optimization
6
(
2018
)
3
,
pp. 267-290
Persistent link: https://www.econbiz.de/10012010205
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