Robust optimization and portfolio selection: The cost of robustness
Authors:
- Christine GregoryCGChristine Gregory
- Ken Darby-DowmanKDKen Darby-Dowman
- Gautam MitraGMGautam Mitra
- 1 July 2011
- journal article
- Published by Elsevier in European Journal of Operational Research
- Vol. 212 (2) , 417-428
Abstract
No abstract availableKeywords
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