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Portfolio optimization with pw-robustness

Published Print: 2018-09

Authors

Gabrel, Virginie

Murat, Cécile

Thiele, aurélie https://orcid.org/0000-0003-4905-3077
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Text and Data Mining valid from 2018-09-01

Text and Data Mining valid from 2018-09-01
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This article is maintained by: Elsevier

Article Title: Portfolio optimization with pw-robustness

Journal Title: EURO Journal on Computational Optimization

CrossRef DOI link to publisher maintained version: https://doi.org/10.1007/s13675-018-0096-8

Content Type: article

Copyright: Copyright © 2018 The author(s). Published by Elsevier B.V. on behalf of Association of European Operational Research Societies (EURO). Published by Elsevier Ltd All rights reserved.

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