Sensitivity to uncertainty and scalarization in robust multiobjective optimization: an overview with application to mean-variance portfolio optimization
Crossref DOI link: https://doi.org/10.1007/s10479-022-04951-6
Published Online: 2022-09-30
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Rocca, Matteo http://orcid.org/0000-0002-5849-4731
Funding for this research was provided by:
Università degli Studi dell’Insubria
Text and Data Mining valid from 2022-09-30
Version of Record valid from 2022-09-30
Article History
Accepted: 25 August 2022
First Online: 30 September 2022