Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters
Crossref DOI link: https://doi.org/10.1007/s12046-018-0902-2
Published Online: 2018-07-24
Published Print: 2018-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kumar, P
Panda, G
Gupta, U C
Text and Data Mining valid from 2018-07-24
Article History
Received: 24 August 2017
Revised: 11 January 2018
Accepted: 18 January 2018
First Online: 24 July 2018