|
|||||
|
|
A computational study on robust portfolio selection based on a joint ellipsoidal uncertainty set |
|
| Authors: | Zhaosong Lu |
| Affiliation: | (1) School of Undergraduate Studies, Europe, UMUC, University of Maryland, 3501 University Boulevard East, Adelphi, MD 20783, USA;(2) CCFEA, University of Essex, Wivenhoe Park, Colchester, Essex, CO4 3SQ, UK |
| Abstract: | |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |