Robust portfolio asset allocation and risk measures

4OR

Volumn 8, Issue 2, 2010, Pages 113-139

  Scutellà, Maria Grazia ^a   Recchia, Raffaella ^a  

^a UNIVERSITY OF PISA   (Italy)

Author keywords

Algorithmic approaches; Mathematical models; Portfolio asset allocation; Risk measures; Robustness

Indexed keywords

EID: 77952881354     PISSN: 16194500     EISSN: 16142411     Source Type: Journal    
DOI: 10.1007/s10288-010-0125-9     Document Type: Article

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