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Robust Asset Allocation
Home
Publications
Robust Asset Allocation
Robust Asset Allocation
RT
R.H. Tütüncü
R.H. Tütüncü
MK
M. Koenig
M. Koenig
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1 November 2004
journal article
Published by
Springer Nature
in
Annals of Operations Research
Vol. 132
(1-4)
,
157-187
https://doi.org/10.1023/b:anor.0000045281.41041.ed
Abstract
No abstract available
Keywords
ROBUST OPTIMIZATION
MEAN-VARIANCE OPTIMIZATION
SADDLE-POINT PROBLEMS
Cited by 268 articles