Omega-CVaR portfolio optimization and its worst case analysis
Crossref DOI link: https://doi.org/10.1007/s00291-016-0462-y
Published Online: 2016-10-05
Published Print: 2017-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sharma, Amita
Utz, Sebastian
Mehra, Aparna
License valid from 2016-10-05