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"An expected regret minimization portfolio selection model."

Xiang Li, Biying Shou, Zhongfeng Qin (2012)

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DOI: 10.1016/J.EJOR.2011.11.015

access: closed

type: Journal Article

metadata version: 2020-06-09

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Xiang Li, Biying Shou, Zhongfeng Qin:
An expected regret minimization portfolio selection model. Eur. J. Oper. Res. 218(2): 484-492 (2012)

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