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"Recent advancements in robust optimization for investment management."

Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi (2018)

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DOI: 10.1007/S10479-017-2573-5

access: closed

type: Journal Article

metadata version: 2023-06-26

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  - https://dblp.org/rec/journals/anor/KimKF18
Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi:
Recent advancements in robust optimization for investment management. Ann. Oper. Res. 266(1-2): 183-198 (2018)

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