Robust Scenario Optimization based on Downside-Risk Measure for Multi-period Portfolio Selection
| Type of publication: | Article |
| Citation: | |
| Publication status: | Accepted |
| Journal: | OR Spectrum |
| Volume: | 29 |
| Year: | 2007 |
| Pages: | 295-309 |
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| Authors | |
| Added by: | [] |
| Total mark: | 5 |
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