A study of robust portfolio optimization with European options using polyhedral uncertainty sets
| Autor: | Ashrafi, Hedieh, Thiele, Aurélie C. ⁎ |
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| Zdroj: | In Operations Research Perspectives 2021 8 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Ashrafi, Hedieh, Thiele, Aurélie C. ⁎ |
|---|---|
| Zdroj: | In Operations Research Perspectives 2021 8 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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