BibTeX record journals/cor/YuCLC19

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@article{DBLP:journals/cor/YuCLC19,
  author       = {Jing{-}Rung Yu and
                  Wan{-}Jiun Paul Chiou and
                  Wen{-}Yi Lee and
                  Tsao{-}Yuan Chuang},
  title        = {Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related
                  models},
  journal      = {Comput. Oper. Res.},
  volume       = {104},
  pages        = {239--255},
  year         = {2019},
  url          = {https://doi.org/10.1016/j.cor.2018.12.004},
  doi          = {10.1016/J.COR.2018.12.004},
  timestamp    = {Tue, 18 Feb 2020 13:55:51 +0100},
  biburl       = {https://dblp.org/rec/journals/cor/YuCLC19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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