"A minimax regret approach for robust multi-objective portfolio selection ..."

Jun Li, Lishuai Wang (2020)

> Home

Details and statistics

DOI: 10.1016/J.CIE.2020.106646

access: closed

type: Journal Article

metadata version: 2020-09-10

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/candie/LiW20a
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/candie/LiW20a
Jun Li, Lishuai Wang:
A minimax regret approach for robust multi-objective portfolio selection problems with ellipsoidal uncertainty sets. Comput. Ind. Eng. 147: 106646 (2020)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.