BibTeX record journals/ior/GhaouiOO03

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@article{DBLP:journals/ior/GhaouiOO03,
  author       = {Laurent El Ghaoui and
                  Maksim Oks and
                  Fran{\c{c}}ois Oustry},
  title        = {Worst-Case Value-At-Risk and Robust Portfolio Optimization: {A} Conic
                  Programming Approach},
  journal      = {Oper. Res.},
  volume       = {51},
  number       = {4},
  pages        = {543--556},
  year         = {2003},
  url          = {https://doi.org/10.1287/opre.51.4.543.16101},
  doi          = {10.1287/OPRE.51.4.543.16101},
  timestamp    = {Tue, 31 Mar 2020 18:17:48 +0200},
  biburl       = {https://dblp.org/rec/journals/ior/GhaouiOO03.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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