Robust portfolio optimization: a categorized bibliographic review
- 6 May 2020
- journal article
- review article
- Published by Springer Nature in Annals of Operations Research
- Vol. 292 (1) , 533-552
Abstract
No abstract availableKeywords
This publication has 141 references indexed in Scilit:
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- Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior ApproachThe Review of Financial Studies, 2006
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