Adjusted robust mean-value-at-risk model: less conservative robust portfolios
Crossref DOI link: https://doi.org/10.1007/s11081-016-9340-3
Published Online: 2016-11-01
Published Print: 2017-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lotfi, S.
Salahi, M.
Mehrdoust, F.
License valid from 2016-11-01