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"A hybrid two-stage robustness approach to portfolio construction under ..."

Ebenezer Fiifi Emire Atta Mills, Siegfried Kafui Anyomi (2022)

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DOI: 10.1016/J.JKSUCI.2022.06.016

access: open

type: Journal Article

metadata version: 2022-10-24

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Ebenezer Fiifi Emire Atta Mills, Siegfried Kafui Anyomi:
A hybrid two-stage robustness approach to portfolio construction under uncertainty. J. King Saud Univ. Comput. Inf. Sci. 34(9): 7735-7750 (2022)

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