Robust scenario optimization based on downside-risk measure for multi-period portfolio selection
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: OR Spectrum
سال: 2006
ISSN: 0171-6468,1436-6304
DOI: 10.1007/s00291-005-0023-2