"Robust reward-risk ratio portfolio optimization."

Ruchika Sehgal, Aparna Mehra (2021)

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DOI: 10.1111/ITOR.12652

access: closed

type: Journal Article

metadata version: 2021-04-07

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Ruchika Sehgal, Aparna Mehra:
Robust reward-risk ratio portfolio optimization. Int. Trans. Oper. Res. 28(4): 2169-2190 (2021)

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