A Robust Portfolio Optimization Approach Using Parametric Piecewise Linear Models of System Dependencies
Crossref DOI link: https://doi.org/10.1007/978-3-319-62217-0_7
Published Online: 2017-11-26
Published Print: 2018
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Davendralingam, Navindran
Guariniello, Cesare
Delaurentis, Daniel
License valid from 2017-11-26